# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-26-002053
**Filing Date:** 2026-3
**Character Count:** 114486
**Document Hash:** e500d6d09dd58591bc180e778c3f8954
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002053.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002053

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Greenwood Street Trust
- **CENTRAL INDEX KEY:** 0001898391

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23762
- **FILM NUMBER:** 26790650

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Fidelity SAI Managed Futures Fund (Series ID: S000091042)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000258437 | Fidelity SAI Managed Futures Fund | FMFLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Greenwood Street Trust

- **b. Investment Company Act file number:** 811-23762

- **c. CIK number of Registrant:** 0001898391

- **d. LEI of Registrant:** 549300467DYGTZIRI308

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity SAI Managed Futures Fund

- **b. EDGAR series identifier (if any):** S000091042

- **c. LEI of Series:** 25490044BNITXNL61N34

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $187539263.22

**Total Liabilities:** $9038400.68

**Net Assets:** $178500862.54

**Amount of Assets Invested in Other Investment Companies:** $35646795.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 128.60720000 | **1-Year:** 0.00000000 | **5-Year:** 32.15104000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000258437 | 0.94%                | 1.12%                | 3.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13763.62               | $13827.19                                  |
| Month 2  | $32113.35                | $-17986.67                                 |
| Month 3  | $6930.58                 | $150597.28                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust                        | Fidelity Cash Central Fund                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  80512624 | NS      | $80528726.59  | 45.11%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/SEK settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-511844.14   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/SGD settle 2026-03-18       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-169311.53   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: ZAR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $189718.54    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/NOK settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-135354.82   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: PLN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $60640.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: RON/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $94802.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/JPY settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16327.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: MXN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $292191.78    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/ILS settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-10951.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/GBP settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5563.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/EUR settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2094.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/AUD settle 2026-03-18       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-182111.53   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: NZD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $359138.64    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/CHF settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-137289.35   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $66900.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/CNY settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-38443.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: HUF/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $118324.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CZK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $32655.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/KRW settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19181.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: THB/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2834.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2026-04-02       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $251416.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: PHP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $9246.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: PEN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $15504.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/TWD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $73789.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: COP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $252395.14    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: IDR/USD settle 2026-03-25       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1999.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: INR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-42741.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CLP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $162685.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $97173.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-59383.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: GBP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $35877.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CLP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $24392.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/NZD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-40539.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: AUD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $49751.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: AUD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $28842.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $49907.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: EUR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4870.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $8009.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5246.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/KRW settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6449.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: GBP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $15048.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CHF settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-42656.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/CAD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6876.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13832.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: AUD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $44457.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: TWD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-43492.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $81837.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CAD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5030.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $21774.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CHF settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27002.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $118400.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: AUD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $64282.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/GBP settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-42001.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: EUR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4573.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: COP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $36688.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PEN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $681.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2026-04-02       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $36506.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7169.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: MXN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $26809.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $30641.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: INR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14484.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: AUD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $53699.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                      | FX Forward: NOK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $38013.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $29112.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2026-03-25       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-784.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: JPY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5751.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5185.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: ZAR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $20714.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF | iShares Core S and P 500 ETF                | CUSIP: 464287200<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |      9000 | NS      | $6255270.00   | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: EUR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2791.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: THB/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7154.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: RON/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4230.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CHF/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $15332.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $7342.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: HUF/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $14365.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: GBP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $16698.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2500.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $19056.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CHF/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $11917.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PLN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3698.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: SGD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $29119.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3595.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/RON settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-35233.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: EUR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4038.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CHF/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $17450.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: GBP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $13686.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2955.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PEN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-534.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: COP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $9408.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: SEK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $16832.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: THB/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1651.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: NZD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $32582.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: JPY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3413.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: NZD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $37029.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: MXN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $17026.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-429.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: NZD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $38188.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/CAD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7656.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: SEK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $30670.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CZK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $3363.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1405.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $11442.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: RON/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $8735.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: ZAR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $10752.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PHP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2285.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7417.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CLP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $18680.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NOK settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24652.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NZD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-36479.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $34641.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2608.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CHF/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $35174.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/AUD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25563.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2026-03-25       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-582.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: TWD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1980.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22105.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PEN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-730.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: COP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $10137.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $1295.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: THB/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-380.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $562.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: SGD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5214.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/AUD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20661.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/JPY settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13820.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/AUD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-111599.08   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $26547.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/EUR settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12162.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/NZD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-26453.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-71741.02    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CHF/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $20728.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/NOK settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23440.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-828.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NZD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23943.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NZD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-52966.83    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $27964.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: AUD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $61719.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/NOK settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18753.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CHF settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-42658.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $65404.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PEN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16846.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2026-04-02       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $15093.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CLP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3309.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: COP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $944.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CZK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $8250.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: PLN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $18764.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: THB/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6420.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: MXN/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4660.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: ZAR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $13218.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: GBP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $23733.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: HUF/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $35085.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $66409.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: USD/CHF settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28832.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-667.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/SGD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23330.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: RON/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6416.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/SEK settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31018.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/JPY settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14761.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                  | FX Forward: CHF/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $38724.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: GBP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $42354.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/AUD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14062.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NOK settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25936.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $8163.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11765.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/AUD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20531.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $36131.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/NZD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24148.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: GBP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $11426.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $44.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: EUR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6876.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CHF/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $39450.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NOK settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12785.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: SGD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-1680.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $10542.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: CHF/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4671.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3887.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: JPY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2877.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: ILS/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4919.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/TWD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2428.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/NZD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3949.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9352.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $4232.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: EUR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-4767.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PHP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $58.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: USD/CHF settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4385.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4374.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: CNY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1630.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: AUD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9354.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: JPY/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5033.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7088.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: USD/CHF settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $3292.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/TWD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $8649.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: SGD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5450.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | FX Forward: NOK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $190.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: EUR/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3500.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2278.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: SGD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1668.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                 | FX Forward: NZD/USD settle 2026-03-18       | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-675.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                         | NVIDIA CORP                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     13500 | NS      | $2580255.00   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR MAR26 NGH26                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |      -153 | NC      | $-2243662.78  | -1.26%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR JUL26 NGN26                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |       131 | NC      | $1446885.78   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | BRENT CRUDE FUTR MAY26 COK6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        28 | NC      | $201445.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR MAR26 LAH26               | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        96 | NC      | $286629.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR MAR26 LAH26               | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |       -14 | NC      | $-67372.66    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | BRENT CRUDE FUTR JUL26 CON6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        32 | NC      | $130022.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE MAR26 LNH6                | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        43 | NC      | $81392.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE MAR26 LNH6                | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |       -12 | NC      | $-235799.05   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE MAR26 LXH6                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        68 | NC      | $441170.56    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE MAR26 LXH6                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        -7 | NC      | $-55985.22    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT MAR26 SFRH6                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      -183 | NC      | $19473.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT JUN26 SFRM6                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -86 | NC      | $4292.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT SEP26 SFRU6                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -57 | NC      | $-2409.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT DEC26 SFRZ6                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -42 | NC      | $-5557.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT MAR26 SFIH6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        13 | NC      | $-3147.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT JUN26 SFIM6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        23 | NC      | $-3265.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT DEC26 SFIZ6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        47 | NC      | $-5235.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT SEP26 SFIU6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        47 | NC      | $-5677.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE MAR26 LLH6                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |       -23 | NC      | $-19047.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE MAR26 LLH6                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |       100 | NC      | $-90409.03    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY HARB ULSD FUT MAR26 HOH6                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        18 | NC      | $225357.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT JUL26 XBN6                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        33 | NC      | $157851.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY HARB ULSD FUT JUL26 HON6                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        31 | NC      | $199544.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT MAR26 XBH6                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -8 | NC      | $-29281.18    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COTTON NO.2 FUTR MAR26 CTH6                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |      -414 | NC      | $196522.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PALLADIUM FUTURE MAR26 PAH6                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         4 | NC      | $93319.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PLATINUM FUTURE APR26 PLJ6                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         5 | NC      | $108056.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COTTON NO.2 FUTR JUL26 CTN6                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       326 | NC      | $-94186.43    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | SUGAR #11 (WORLD) FUT JUL26 SBN6            | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -71 | NC      | $49539.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COFFEE 'C' FUTURE JUL26 KCN6                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         5 | NC      | $-57533.85    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | LOW SU GASOIL G FUT MAR26 QSH6              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        24 | NC      | $213247.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT MAR26 ERH6             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -399 | NC      | $21277.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | LOW SU GASOIL G FUT JUL26 QSN6              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        43 | NC      | $232379.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT JUN26 ERM6             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -239 | NC      | $-5269.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO STOXX 50 FUT MAR26 VGH6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        48 | NC      | $91435.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | DAX INDEX FUTURE MAR26 GXH6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |         2 | NC      | $23871.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT SEP26 ERU6             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -148 | NC      | $-21195.87    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                      | FTSE/JSE TOP 40 FUT MAR26 AIH6              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |        -5 | NC      | $1069.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR MAR26 SMH6                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -10 | NC      | $11935.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT DEC26 ERZ6             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -122 | NC      | $-37576.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) JUL26 W N6                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -42 | NC      | $-37334.61    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR MAR26 BOH6                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -28 | NC      | $-30469.85    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | S and P500 EMINI FUT MAR26 ESH6             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         1 | NC      | $3825.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COFFEE 'C' FUTURE MAR26 KCH6                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         4 | NC      | $-28532.85    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE MAR26 S H6                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        24 | NC      | $-304.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE JUL26 C N6                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -28 | NC      | $1256.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | SUGAR #11 (WORLD) FUT MAR26 SBH6            | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -50 | NC      | $34915.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT MAR26 KWH6                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        20 | NC      | $25170.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE MAR26 CLH6                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        20 | NC      | $133336.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE JUL26 CLN6                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        33 | NC      | $127225.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | COPPER FUTURE MAR26 HGH6                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-240.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EAFE FUT MAR26 MFSH6                   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        18 | NC      | $95129.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE MAR26 C H6                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |      -102 | NC      | $28209.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR JUL26 BON6                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         6 | NC      | $-3342.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT JUL26 KWN6                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -28 | NC      | $-22845.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | COPPER FUTURE JUL26 HGN6                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        19 | NC      | $10988.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE JUL26 S N6                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $118.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) MAR26 W H6                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        16 | NC      | $21204.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EMGMKT FUT MAR26 MESH6                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        81 | NC      | $514213.08    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR JUL26 SMN6                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -10 | NC      | $889.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES JUN26 CORM6                | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        22 | NC      | $-1345.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES SEP26 CORU6                | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        32 | NC      | $-5147.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES MAR26 CORH6                | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       187 | NC      | $-7855.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | SWISS MKT IX FUTR MAR26 SMH6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        51 | NC      | $46928.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES DEC26 CORZ6                | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |       -31 | NC      | $-4470.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COCOA FUTURE MAR26 CCH6                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -48 | NC      | $808974.16    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | SILVER FUTURE MAR26 SIH6                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         1 | NC      | $148012.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | GOLD 100 OZ FUTR APR26 GCJ6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         2 | NC      | $49664.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COCOA FUTURE JUL26 CCN6                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -9 | NC      | $85857.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | NIKKEI 225 (OSE) FUT MAR26 NKH6             | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |        12 | NC      | $159836.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | NASDAQ 100 E-MINI FUT MAR26 NQH6            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         2 | NC      | $8256.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                         | SPI 200 FUTURES MAR26 XPH6                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |        29 | NC      | $66100.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LEAN HOGS FUTURE APR26 LHJ6                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |      -396 | NC      | $-360676.14   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LIVE CATTLE FUTR APR26 LCJ6                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |         8 | NC      | $6242.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LEAN HOGS FUTURE JUN26 LHM6                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |       316 | NC      | $708606.07    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | TOPIX INDX FUTR MAR26 TPH6                  | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |        19 | NC      | $159276.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | E-MINI RUSS 2000 FUT MAR26 RTYH6            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        11 | NC      | $21008.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | S and P MID 400 EMINI FUT MAR26 FAH6        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         3 | NC      | $5028.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LIVE CATTLE FUTR JUN26 LCM6                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        17 | NC      | $33622.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOSPI2 INX FUT MAR26 KMH6                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |        22 | NC      | $708894.85    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | DJIA MINI E-CBOT FUT MAR26 DMH6             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         7 | NC      | $4299.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | S and P/TSX 60 IX FUT MAR26 PTH6            | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |        20 | NC      | $-35815.57    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | CAN 10YR BOND FUT MAR26 CNH6                | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -22 | NC      | $-1462.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | FTSE 100 IDX FUT MAR26 Z H6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |        31 | NC      | $165271.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB IDX FUT MAR26 STH6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |        16 | NC      | $124340.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                           | SET50 FUTURES MAR26 BCH6                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TH        |      1086 | NC      | $292958.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUXL 30Y BND FUT MAR26 UBH6            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -37 | NC      | $35593.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-SCHATZ FUT MAR26 DUH6                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -622 | NC      | $-19060.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-OAT FUTURE MAR26 OATH6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        28 | NC      | $24700.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BOBL FUTURE MAR26 OEH6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -110 | NC      | $-31785.97    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BTP FUTURE MAR26 IKH6                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $-3507.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUND FUTURE MAR26 RXH6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -38 | NC      | $-26935.47    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | JPN 10Y BOND(OSE) FUT MAR26 JBH6            | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |        16 | NC      | $-147957.91   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US LONG BOND(CBT) FUT MAR26 USH6            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -16 | NC      | $8912.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 10YR NOTE FUT (CBT)MAR26 TYH6            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -34 | NC      | $10012.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US ULTRA BOND CBT FUT MAR26 WNH6            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -34 | NC      | $50788.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 5YR NOTE (CBT) FUT MAR26 FVH6            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -169 | NC      | $70116.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 2YR NOTE (CBT) FUT MAR26 TUH6            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -331 | NC      | $91436.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | LONG GILT FUTURE MAR26 G H6                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -21 | NC      | $14551.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 03/05/2026                     | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21700000 | PA      | $21632650.58  | 12.12%            | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                         | AUST 3YR BOND FUT MAR26 YMH6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |      -378 | NC      | $70543.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                         | AUST 10Y BOND FUT MAR26 XMH6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |      -115 | NC      | $13560.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOREA 10YR BND FU FUT MAR26 KAAH6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |      -111 | NC      | $104349.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOREA 3YR BND FUT MAR26 KEH6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |      -142 | NC      | $13943.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX ITXEX544 12/20/30                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  12716000 | NC      | $107706.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX ITXEB544 12/20/30                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -56541000 | NC      | $-97780.07    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CXPEM544 12/20/30                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -21466000 | NC      | $-116650.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CDXIG545 12/20/30                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -60587000 | NC      | $-20041.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CXPHY545 12/20/30                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  38913930 | NC      | $363624.81    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 02/17/2026                     | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66900000 | PA      | $66799231.88  | 37.42%            | 2026-02-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                          | HANG SENG IDX FUT FEB26 HIG6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |        13 | NC      | $46022.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                          | HSCEI FUTURES FEB26 HCG6                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |        34 | NC      | $21326.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCKHOLM STOCK EXCHANGE                            | OMXS30 IND FUTURE FEB26 QCG6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |       123 | NC      | $57314.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | FTSE TAIWAN INDEX FUT FEB26 TWTG6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        -9 | NC      | $9275.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | MSCI SING IX ETS FUT FEB26 QZG6             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |       188 | NC      | $-49278.89    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | FTSE CHINA A50 FUT FEB26 XUG6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |       265 | NC      | $7677.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS-MONEP                                | CAC40 10 EURO FUT FEB26 CFG6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |        26 | NC      | $-41447.10    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NSE IFSC                                            | IFSC NIFTY 50 FUT FEB26 JGSG6               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IN        |       -13 | NC      | $777.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VAR EXCH (MADRID)                        | IBEX 35 INDX FUTR FEB26 IBG6                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |        22 | NC      | $58485.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | IVV 6/1/2026 GS 71bps + SOFR ETRS           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |      9000 | NC      | $-57538.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | NVDA SHORT 04/27/26 GOLDSIL 45 BPS 0 BPS BF | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |     13500 | NC      | $-62049.83    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer