# EDGAR Filing Document

**Accession Number:** 0001199046
**File Stem:** 0000910472-26-006226
**Filing Date:** 2026-4
**Character Count:** 929890
**Document Hash:** a184a36188942525c9fc055f2423a4df
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-006226.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0000910472-26-006226

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** UNIFIED SERIES TRUST
- **CENTRAL INDEX KEY:** 0001199046

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21237
- **FILM NUMBER:** 26913369

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE, SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 513-346-3324

**MAIL ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE, SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246

## Series and Classes Contracts Data

### Efficient Enhanced Multi-Asset Fund (Series ID: S000085337)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000250334 | Efficient Enhanced Multi-Asset Fund - Class I Shares | EFFIX           |

## Nport-Ex

---

| |
|:---|
| **EFFICIENT ENHANCED MULTI-ASSET FUND** |
| **SCHEDULE OF INVESTMENTS** |
| **February 28, 2026 (Unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **U.S. GOVERNMENT & AGENCIES - 51.6%** | **Maturity Date** | **Par Value** | **Value** |
| Fannie Mae Discount Notes, 0% | 4/10/2026 | $500000 | $497923 |
| United States Treasury Bill, 2.125% | 1/15/2035 | 1300000 | 1391393 |
| United States Treasury Bill, 0% | 5/28/2026 | 5000000 | 4956727 |
| United States Treasury Bill, 0% | 7/2/2026 | 5000000 | 4939678 |
| United States Treasury Bill, 0% | 6/2/2026 | 16000000 | 15853618 |
| United States Treasury Bill, 0% | 6/9/2026 | 2000000 | 1980365 |
| United States Treasury Inflation Indexed Bonds, 1.875% | 7/15/2035 | 1400000 | 1443300 |
| United States Treasury Inflation Indexed Bonds, 1.625% | 4/15/2030 | 1100000 | 1143991 |
| United States Treasury Inflation Indexed Bonds, 1.625% | 10/15/2029 | 600000 | 633343 |
| United States Treasury Inflation Indexed Bonds, 1.875% | 7/15/2034 | 1200000 | 1274987 |
| United States Treasury Inflation Indexed Bonds, 2.125% | 4/15/2029 | 600000 | 650152 |
| United States Treasury Inflation Indexed Bonds, 1.75% | 1/15/2034 | 1100000 | 1181395 |
| United States Treasury Inflation Indexed Bonds, 0.625% | 7/15/2032 | 1000000 | 1072444 |
| United States Treasury Inflation Indexed Bonds, 1.125% | 1/15/2033 | 1100000 | 1177138 |
| United States Treasury Inflation Indexed Bonds, 1.125% | 10/15/2030 | 1100000 | 1106119 |
| United States Treasury Inflation Indexed Bonds, 0.125% | 1/15/2032 | 1100000 | 1203977 |
| United States Treasury Inflation Indexed Bonds, 0.125% | 7/15/2031 | 1000000 | 1146558 |
| United States Treasury Inflation Indexed Bonds, 0.125% | 1/15/2031 | 400000 | 474470 |
| United States Treasury Inflation Indexed Bonds, 0.125% | 7/15/2030 | 400000 | 486936 |
| United States Treasury Inflation Indexed Bonds, 1.375% | 7/15/2033 | 1000000 | 1066368 |
| United States Treasury Inflation Indexed Bonds, 1.875% | 1/15/2036 | 400000 | 405264 |
| **Total U.S. Government & Agencies (Cost $43,764,337)** |  |  | $44086146 |

---

---

| | |
|:---|:---|
| **Total Investments at Value - 71.0% (Cost $60,411,645)** | $60734956 |

---

---

| | | |
|:---|:---|:---|
| **MONEY MARKET FUNDS - 14.8%** | **Shares** | **Value** |
| Blackrock Liquidity Funds, Treasury Trust - Institutional Class, 3.72% (a) | 23894 | $23894 |
| First American Government Obligations Fund - Class X, 3.60% (a),(b) | 12597557 | 12597557 |
| **Total Money Market Funds (Cost $12,621,451)** |  | 12621451 |

---

---

| | |
|:---|:---|
| **Total Investments and Money Market Funds at Value - 85.8% (Cost $73,033,096)** | 73356407 |
| **Other Assets in Excess of Liabilities - 14.2%** | 12086761 |
| **Net Assets - 100.0%** | $85443168 |

---

(a) Rate disclosed is the seven day effective yield as of February 28, 2026.

(b) All or a part is a holding of the Efficient Enhanced Multi-Asset (Cayman) Fund, Ltd.

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **LONG CONTRACTS** |  |  |  |  |
| US 10YR NOTE (CBT)Jun 26 | 222 | 6/22/2026 | 25266375 | 156581 |
| US 5YR NOTE (CBT) Jun 26 | 135 | 7/1/2026 | 14868984 | 60020 |
| MEXICAN PESO FUT Mar 26 | 75 | 3/17/2026 | 2173500 | 119978 |
| CAN 10YR BOND FUT Jun 26 | 75 | 6/22/2026 | 6754399 | 26563 |
| Euro-OAT Future Mar 26 | 70 | 3/9/2026 | 10254640 | 81032 |
| US LONG BOND(CBT) Jun 26 | 64 | 6/22/2026 | 7582000 | 67981 |
| AUDUSD Crncy Fut Mar 26 | 62 | 3/17/2026 | 4410680 | 233174 |
| LONG GILT FUTURE Jun 26 | 49 | 6/29/2026 | 6186582 | 79368 |
| 3 MONTH SOFR FUT Sep 28 | 48 | 12/20/2028 | 11629200 | 29150 |
| FTSE CHINA A50 Mar 26 | 48 | 3/31/2026 | 702816 | (9788) |
| Short Euro-BTP Fu Mar 26 | 39 | 3/9/2026 | 4966864 | 10819 |
| BP CURRENCY FUT Mar 26 | 39 | 3/17/2026 | 3285750 | (34211) |
| SOYBEAN FUTURE Jul 26(a) | 38 | 7/15/2026 | 2247225 | 61524 |
| S&P500 EMINI FUT Mar 26 | 37 | 3/23/2026 | 12744650 | (25853) |
| Euro-BTP Future Mar 26 | 36 | 3/9/2026 | 5228278 | 59524 |
| ICE 3MTH SONIA FU Sep 27 | 36 | 12/15/2027 | 11731246 | 18015 |
| EURO-BOBL FUTURE Jun 26 | 36 | 6/9/2026 | 5026126 | 9090 |
| EURO STOXX 50 Mar 26 | 35 | 3/23/2026 | 2545868 | 116656 |
| ICE 3MTH SONIA FU Dec 26 | 34 | 3/16/2027 | 11089248 | 9930 |
| ICE 3MTH SONIA FU Sep 26 | 34 | 12/15/2026 | 11084665 | 8477 |
| EURO FX CURR FUT Mar 26 | 34 | 3/17/2026 | 5026900 | (8534) |
| SOYBEAN OIL FUTR May 26(a) | 33 | 5/15/2026 | 1224630 | 113453 |
| EURO-BUND FUTURE Jun 26 | 33 | 6/9/2026 | 5040312 | 13086 |
| LME PRI ALUM FUTR Jun 26(a) | 31 | 6/16/2026 | 2437290 | 20162 |
| FTSE 100 IDX FUT Mar 26 | 29 | 3/23/2026 | 4262568 | 400017 |
| LEAN HOGS FUTURE Jun 26(a) | 29 | 6/15/2026 | 1270780 | 21030 |
| SA RAND CURR(CME) Mar 26 | 27 | 3/17/2026 | 847800 | 58175 |
| SET50 FUTURES Mar 26 | 27 | 3/31/2026 | 176120 | 24502 |
| OMXS30 IND FUTURE Mar 26 | 25 | 3/23/2026 | 893706 | 21374 |
| 3 MONTH SOFR FUT Sep 27 | 25 | 12/15/2027 | 6066250 | 10313 |
| 3MO EURO EURIBOR Dec 28 | 25 | 12/19/2028 | 7219382 | 6778 |
| MSCI EmgMkt Mar 26 | 24 | 3/23/2026 | 1924440 | 228567 |
| ICE 3MTH SONIA FU Sep 28 | 23 | 12/20/2028 | 7481014 | 10441 |
| CAN 2YR BOND FUT Jun 26 | 22 | 6/22/2026 | 1709274 | 1147 |
| HSCEI Futures Mar 26 | 22 | 3/31/2026 | (2273318) | (27932) |
| Euro-BTP Future Jun 26 | 21 | 6/9/2026 | 3026989 | 5020 |
| WTI CRUDE FUTURE May 26(a) | 20 | 4/22/2026 | 1337800 | 25782 |
| C$ CURRENCY FUT Mar 26 | 20 | 3/18/2026 | 1468100 | (2338) |
| BRENT CRUDE FUTR May 26(a) | 19 | 4/1/2026 | 1384530 | 70363 |
| SOYBEAN FUTURE May 26(a) | 19 | 5/15/2026 | 1112213 | 25805 |
| 3MO EURO EURIBOR Dec 27 | 19 | 12/14/2027 | 5497680 | 7969 |
| US ULTRA BOND CBT Jun 26 | 18 | 6/22/2026 | 2188688 | 23552 |
| Euro-OAT Future Jun 26 | 16 | 6/9/2026 | 2334839 | 4634 |
| 3MO EURO EURIBOR Mar 27 | 16 | 3/15/2027 | 4634590 | 1362 |
| LME ZINC FUTURE Jun 26(a) | 16 | 6/16/2026 | 1328700 | (7661) |
| CAC40 10 EURO FUT Mar 26 | 15 | 3/23/2026 | 1523850 | 31282 |
| BRAZIL REAL FUT Apr 26 | 15 | 4/1/2026 | 289800 | 1850 |
| 3MO EURO EURIBOR Dec 26 | 14 | 12/14/2026 | 4055887 | 759 |
| NEW ZEALAND $ FUT Mar 26 | 14 | 3/17/2026 | 839930 | (5812) |
| LIVE CATTLE FUTR Jun 26(a) | 14 | 7/1/2026 | 1283240 | (21030) |
| Low Su Gasoil G Apr 26(a) | 13 | 4/13/2026 | 965900 | 93659 |
| SPI 200 FUTURES Mar 26 | 13 | 3/20/2026 | 2121174 | 84725 |
| E-Mini Russ 2000 Mar 26 | 13 | 3/23/2026 | 1712555 | 28001 |
| CAN 5YR BOND FUT Jun 26 | 13 | 6/22/2026 | 1099091 | 2593 |
| IFSC NIFTY 50 FUT Mar 26 | 13 | 3/31/2026 | 2273318 | (11369) |
| MSCI EAFE Mar 26 | 12 | 3/23/2026 | 1899060 | 155731 |
| WTI CRUDE FUTURE Apr 26(a) | 12 | 3/23/2026 | 804240 | 37578 |
| SOYBEAN OIL FUTR Jul 26(a) | 12 | 7/15/2026 | 445608 | 29910 |
| STOXX EUROPE 600 Mar 26 | 12 | 3/23/2026 | 449840 | 27034 |
| ICE 3MTH SONIA FU Mar 27 | 12 | 6/15/2027 | 3913448 | 4944 |
| IODEX IO FUT Apr 26(a) | 12 | 5/1/2026 | 118032 | (2142) |
| NY Harb ULSD Fut Apr 26(a) | 11 | 4/1/2026 | 1199352 | 107114 |
| Micro DAX Mar 26 | 11 | 3/23/2026 | 329610 | 6379 |
| ICE 3MTH SONIA FU Dec 27 | 11 | 3/15/2028 | 3582880 | 5147 |
| ICE 3MTH SONIA FU Jun 27 | 11 | 9/14/2027 | 3586215 | 4671 |
| FTSE Taiwan Index Mar 26 | 10 | 3/31/2026 | 1134100 | 30525 |
| ICE 3MTH SONIA FU MAR 28 | 10 | 6/21/2028 | 3255647 | 4620 |
| NIKKEI 225 (SGX) Mar 26 | 9 | 3/13/2026 | 1702430 | 183652 |
| LME COPPER FUTURE Jun 26(a) | 9 | 6/16/2026 | 3008061 | 70519 |
| GASOLINE RBOB FUT Apr 26(a) | 9 | 4/1/2026 | 863919 | 44128 |
| BRENT CRUDE FUTR Jun 26(a) | 9 | 5/1/2026 | 650610 | 15064 |
| SOYBEAN MEAL FUTR May 26(a) | 9 | 5/15/2026 | 288450 | 6740 |
| ICE 3MTH SONIA FU Jun 28 | 9 | 9/20/2028 | 2928718 | 5056 |
| CHF CURRENCY FUT Mar 26 | 9 | 3/17/2026 | 1466831 | 3352 |
| 3MO EURO EURIBOR Mar 28 | 9 | 3/14/2028 | 2602967 | 2690 |
| 3M CORRA Futures Sep 26 | 9 | 12/16/2026 | 1613517 | 949 |
| EURO-SCHATZ FUT Jun 26 | 9 | 6/9/2026 | 1138326 | 480 |
| LIVE CATTLE FUTR Aug 26(a) | 9 | 9/1/2026 | 820080 | (11890) |
| S&P/TSX 60 IX FUT Mar 26 | 8 | 3/20/2026 | 2312610 | 139185 |
| FTSE/JSE TOP 40 Mar 26 | 8 | 3/20/2026 | 603509 | 39056 |
| Low Su Gasoil G May 26(a) | 8 | 5/13/2026 | 582000 | 33559 |
| WHEAT FUTURE(CBT) May 26(a) | 8 | 5/15/2026 | 236600 | 14262 |
| LEAN HOGS FUTURE Jul 26(a) | 8 | 7/16/2026 | 357360 | 4850 |
| HANG SENG IDX FUT Mar 26 | 8 | 3/31/2026 | 1360437 | 3014 |
| MSCI SING IX ETS Mar 26 | 8 | 3/31/2026 | 291919 | (686) |
| US 10yr Ultra Fut Jun 26 | 7 | 6/22/2026 | 817141 | 6453 |
| 3 MONTH SOFR FUT Jun 28 | 7 | 9/20/2028 | 1696713 | 2638 |
| 3 MONTH SOFR FUT MAR 28 | 7 | 6/21/2028 | 1697500 | 2575 |
| 3 MONTH SOFR FUT Dec 27 | 7 | 3/15/2028 | 1698200 | 2350 |
| 3MO EURO EURIBOR Jun 28 | 7 | 6/20/2028 | 2023496 | 1994 |
| 3M CORRA Futures Mar 27 | 7 | 6/16/2027 | 1253931 | 1787 |
| LEAN HOGS FUTURE Apr 26(a) | 7 | 4/16/2026 | 268030 | (970) |
| GOLD 100 OZ FUTR Apr 26(a) | 6 | 4/29/2026 | 3148740 | 331096 |
| TOPIX INDX FUTR Mar 26 | 6 | 3/13/2026 | 1519355 | 216481 |
| GASOLINE RBOB FUT May 26(a) | 6 | 5/1/2026 | 577836 | 16445 |
| EURO/JPY FUTURE Mar 26 | 6 | 3/17/2026 | 885170 | 12570 |
| Micro WTI Crude F Apr 26(a) | 6 | 3/20/2026 | 40212 | 2939 |
| 3 MONTH SOFR FUT Jun 27 | 6 | 9/14/2027 | 1455900 | 1738 |
| 3M CORRA FUTURES DEC 26 | 6 | 3/17/2027 | 1075348 | 1607 |
| 3 MONTH SOFR FUT Mar 27 | 6 | 6/15/2027 | 1455375 | 1213 |
| 3M CORRA Futures Jun 26 | 6 | 9/15/2026 | 1075513 | 422 |
| RAPESEED EURO May 26(a) | 6 | 5/1/2026 | 172715 | (858) |
| LIVE CATTLE FUTR APR 26(a) | 6 | 5/1/2026 | 557340 | (14668) |
| 3M CORRA Futures Jun 27 | 5 | 9/15/2027 | 895161 | 807 |
| 3MO EURO EURIBOR Sep 27 | 5 | 9/13/2027 | 1447349 | 783 |
| 3MO EURO EURIBOR Jun 27 | 5 | 6/15/2027 | 1447866 | 562 |
| DAX INDEX FUTURE Mar 26 | 4 | 3/23/2026 | 2996453 | 122179 |
| S&P MID 400 EMINI Mar 26 | 4 | 3/23/2026 | 1431160 | 56666 |
| GASOLINE RBOB FUT Jun 26(a) | 4 | 6/1/2026 | 383443 | 22268 |
| COPPER FUTURE May 26(a) | 4 | 5/28/2026 | 605950 | 19459 |
| NY Harb ULSD Fut May 26(a) | 4 | 5/1/2026 | 425275 | 17735 |
| DJIA MINI e-CBOT Mar 26 | 4 | 3/23/2026 | 980000 | 5115 |
| LME NICKEL FUTURE Jun 26(a) | 4 | 6/16/2026 | 429540 | 996 |
| CANOLA FUTR (WCE) May 26(a) | 4 | 5/15/2026 | 40334 | 414 |
| ICE 3MTH SONIA FU Jun 26 | 4 | 9/15/2026 | 1302596 | 372 |
| NEW ZEAL 3MO BILL Jun 26 | 4 | 6/11/2026 | 2384872 | 251 |
| FTSE/MIB IDX FUT Mar 26 | 3 | 3/23/2026 | 838237 | 50767 |
| MINI TPX IDX FUT Mar 26 | 3 | 3/13/2026 | 75968 | 9771 |
| BRENT CRUDE FUTR Jul 26(a) | 3 | 6/1/2026 | 214830 | 6000 |
| KC HRW WHEAT FUT May 26(a) | 3 | 5/15/2026 | 87075 | 3752 |
| SOYBEAN FUTURE Nov 26(a) | 3 | 11/16/2026 | 169238 | 1475 |
| 3 MONTH SOFR FUT Dec 28 | 3 | 3/21/2029 | 726450 | 775 |
| 3MO EURO EURIBOR Jun 29 | 3 | 6/19/2029 | 865572 | 605 |
| NASDAQ 100 E-MINI Mar 26 | 3 | 3/23/2026 | 1500285 | (19917) |
| NY Harb ULSD Fut Jul 26(a) | 2 | 7/1/2026 | 206590 | 17825 |
| PLATINUM FUTURE Apr 26(a) | 2 | 4/29/2026 | 237350 | 17770 |
| SWEDISH KRONA FUT Mar 26 | 2 | 3/17/2026 | 443600 | 12126 |
| NY Harb ULSD Fut Jun 26(a) | 2 | 6/1/2026 | 208866 | 10957 |
| WTI CRUDE FUTURE Apr 26(a) | 2 | 3/20/2026 | 134040 | 8840 |
| WTI CRUDE FUTURE Jun 26(a) | 2 | 5/20/2026 | 133120 | 7360 |
| STOXX EURO ESG-X Mar 26 | 2 | 3/23/2026 | 54640 | 3978 |
| EURO-BUXL 30Y BND Jun 26 | 2 | 6/9/2026 | 267928 | 2108 |
| ICE 3MTH SONIA FU Dec 28 | 2 | 3/21/2029 | 650186 | 740 |
| 3MO EURO EURIBOR Sep 28 | 2 | 9/19/2028 | 577846 | 517 |
| 3 MONTH SOFR FUT Mar 29 | 2 | 6/19/2029 | 484050 | 475 |
| NEW ZEAL 3MO BILL Sep 26 | 2 | 9/17/2026 | 1192144 | 306 |
| Three-Month SARON Dec 26 | 2 | 3/17/2027 | 651324 | 163 |
| 3M CORRA Futures Sep 27 | 2 | 12/15/2027 | 357845 | 46 |
| 3MO EURO EURIBOR Sep 26 | 2 | 9/14/2026 | 579294 | 5 |
| MINI HSI IDX FUT Mar 26 | 2 | 3/31/2026 | 68022 | (59) |
| IODEX IO FUT May 26(a) | 2 | 6/1/2026 | 19588 | (167) |
| US DOLLAR FUT Mar 26 | 2 | 3/17/2026 | 19955 | (255) |
| EURO STOXX BANK Mar 26 | 2 | 3/23/2026 | 31824 | (669) |
| LIVE CATTLE FUTR Oct 26(a) | 2 | 11/2/2026 | 181780 | (980) |
| SILVER FUTURE May 26(a) | 1 | 5/28/2026 | 466455 | 88410 |
| NIKKEI 225 (OSE) Mar 26 | 1 | 3/13/2026 | 378446 | 53700 |
| NORWEGIAN KRONE Mar 26 | 1 | 3/17/2026 | 210400 | 12974 |
| Low Su Gasoil G Jul 26(a) | 1 | 7/13/2026 | 70450 | 5925 |
| WTI CRUDE FUTURE Jul 26(a) | 1 | 6/23/2026 | 66180 | 4080 |
| NIKKEI 225 MINI Mar 26 | 1 | 3/13/2026 | 37845 | 3704 |
| LME NICKEL FORWARD(a) | 1 | 5/27/2026 | 107049 | 3294 |
| MINI FTSE/MIB FUT Mar 26 | 1 | 3/23/2026 | 55882 | 2107 |
| SOYBEAN OIL FUTR Dec 26(a) | 1 | 12/15/2026 | 35838 | 2064 |
| STOXX 600 BANK Mar 26 | 1 | 3/23/2026 | 21790 | 1253 |
| LME ALUMINUM FORWARD(a) | 1 | 5/19/2026 | 78528 | 1248 |
| LME ALUMINUM FORWARD(a) | 1 | 5/27/2026 | 78489 | 1181 |
| ICE 3MTH SONIA FU Mar 29 | 1 | 6/20/2029 | 324941 | 455 |
| 3MO EURO EURIBOR Mar 29 | 1 | 3/20/2029 | 288642 | 295 |
| SX5E Dividend Fut Dec 26 | 1 | 12/21/2026 | 20026 | 272 |
| Brent Fin Last Da May 26(a) | 1 | 4/1/2026 | 72870 | 110 |
| CANOLA FUTR (WCE) Jul 26(a) | 1 | 7/15/2026 | 10242 | (56) |
| CBOE VIX FUTURE Apr 26(a) | 1 | 4/16/2026 | 21151 | (199) |
| COFFEE 'C' FUTURE May 26(a) | 1 | 5/19/2026 | 105281 | (284) |
| LME ALUMINUM FORWARD(a) | 1 | 5/28/2026 | 78500 | (388) |
| FTSE KLCI FUTURE Mar 26 | 1 | 4/1/2026 | 21755 | (418) |
| EURO-BOBL FUTURE Mar 26 | 1 | 3/9/2026 | 138858 | (819) |
| LME ZINC FORWARD ($)(a) | 1 | 5/27/2026 | 82915 | (1082) |
| XAF Financial Mar 26 | 1 | 3/23/2026 | 158290 | (1110) |
| MILK FUTURE Apr 26(a) | 1 | 4/29/2026 | 34540 | (1360) |
| LME COPPER FORWARD(a) | 1 | 5/6/2026 | 333549 | (2802) |
| CATTLE FEEDER FUT Apr 26(a) | 1 | 5/1/2026 | 175600 | (6100) |
| CATTLE FEEDER FUT May 26(a) | 1 | 5/22/2026 | 173600 | (8208) |
| EURO-BUND FUTURE Mar 26 | 1 | 3/9/2026 | 153954 | (10227) |
|  |  |  |  | $4410998 |
| **SHORT CONTRACTS** |  |  |  |  |
| FCOJ-A FUTURE May 26(a) | -1 | 5/11/2026 | (27225) | 2138 |
| USD/CNH futures Mar 26 | -1 | 3/17/2026 | (99902) | 1410 |
| ECX EMISSION Dec 27(a) | -1 | 12/21/2027 | (85412) | 1377 |
| LME LEAD FORWARD(a) | -1 | 5/13/2026 | (48880) | 870 |
| LME LEAD FORWARD(a) | -1 | 5/6/2026 | (48795) | 344 |
| WHITE SUGAR (ICE) Oct 26(a) | -1 | 9/16/2026 | (20250) | 120 |
| 1 MONTH SOFR FUT Jul 26 | -1 | 8/3/2026 | (402136) | 83 |
| CRUDE PALM OIL FU Jun 26(a) | -1 | 6/16/2026 | (25996) | 77 |
| SUGAR #11 (WORLD) Mar 27(a) | -1 | 3/1/2027 | (16677) | (381) |
| RAPESEED EURO Aug 26(a) | -1 | 8/3/2026 | (27855) | (1683) |
| WHEAT FUTURE(CBT) Dec 26(a) | -1 | 12/15/2026 | (31338) | (2313) |
| WHEAT FUTURE(CBT) Sep 26(a) | -1 | 9/15/2026 | (30488) | (2388) |
| WHEAT FUTURE(CBT) Jul 26(a) | -1 | 7/15/2026 | (29938) | (10350) |
| NATURAL GAS FUTR Oct 26(a) | -2 | 9/29/2026 | (69240) | 3080 |
| NATURAL GAS FUTR Apr 26(a) | -2 | 3/30/2026 | (57180) | 1480 |
| LME LEAD FORWARD(a) | -2 | 5/14/2026 | (97782) | 543 |
| SUGAR #11 (WORLD) Oct 26(a) | -2 | 10/1/2026 | (31808) | (224) |
| 3MO EURO EURIBOR Sep 26 | -2 | 9/14/2026 | (579294) | (398) |
| DOLLAR INDEX Mar 26 | -2 | 3/17/2026 | (195130) | (410) |
| ROUGH RICE (CBOT) May 26(a) | -2 | 5/15/2026 | (42980) | (890) |
| MIAX Red Wheat FutJul26(a) | -2 | 7/15/2026 | (62725) | (1888) |
| JPN 10Y BOND(OSE) Mar 26 | -2 | 3/16/2026 | (1700765) | (10516) |
| COCOA FUTURE Jul 26(a) | -3 | 7/17/2026 | (88260) | 64080 |
| COCOA FUTURE - IC Jul 26(a) | -3 | 7/17/2026 | (85191) | 43789 |
| COFF ROBUSTA 10tn Jul 26(a) | -3 | 7/28/2026 | (106560) | 4310 |
| WHITE MAIZE-SAF Jul 26(a) | -3 | 7/27/2026 | (59142) | 2875 |
| CRUDE PALM OIL FU May 26(a) | -3 | 5/18/2026 | (77911) | 156 |
| 90-DAY BANK BILL Jun 27 | -3 | 6/11/2027 | (2113087) | (93) |
| 90-DAY BANK BILL Dec 27 | -3 | 12/10/2027 | (2113345) | (206) |
| CORN FUTURE MAY 26(a) | -3 | 5/15/2026 | (67275) | (6127) |
| NATURAL GAS FUTR Jun 26(a) | -4 | 5/28/2026 | (122520) | 2570 |
| 90-DAY BANK BILL Sep 27 | -4 | 9/10/2027 | (2817656) | (221) |
| COCOA FUTURE - IC May 26(a) | -5 | 5/14/2026 | (138616) | 76924 |
| COTTON NO.2 FUTR Jul 26(a) | -5 | 7/10/2026 | (168300) | 195 |
| CORN FUTURE Sep 26(a) | -5 | 9/15/2026 | (113938) | (2638) |
| MIAX Red Wheat FutMay26(a) | -5 | 5/15/2026 | (153188) | (6275) |
| ECX EMISSION Dec 26(a) | -6 | 12/15/2026 | (498570) | 28719 |
| COFF ROBUSTA 10tn May 26(a) | -6 | 5/26/2026 | (217440) | 6090 |
| US 2YR NOTE (CBT) Jun 26 | -6 | 7/1/2026 | (1255641) | (1089) |
| CORN FUTURE Dec 26(a) | -6 | 12/15/2026 | (140850) | (1125) |
| SOYBEAN MEAL FUTR Jul 26(a) | -8 | 7/15/2026 | (258240) | (4240) |
| NATURAL GAS FUTR May 26(a) | -10 | 4/29/2026 | (288100) | 4916 |
| WHITE SUGAR (ICE) Aug 26(a) | -10 | 7/17/2026 | (202850) | 2315 |
| 90-DAY BANK BILL Mar 27 | -10 | 3/12/2027 | (7042937) | (155) |
| MILL WHEAT EURO Sep 26(a) | -10 | 9/11/2026 | (121764) | (6279) |
| COCOA FUTURE May 26(a) | -11 | 5/14/2026 | (317680) | 119643 |
| INR/USD Mar 26 | -11 | 3/26/2026 | (241296) | 766 |
| EURO-BUXL 30Y BND Mar 26 | -11 | 3/9/2026 | (1480624) | (40782) |
| 90-DAY BANK BILL DEC 26 | -12 | 12/11/2026 | (8450906) | 3644 |
| WHITE SUGAR (ICE) May 26(a) | -13 | 4/16/2026 | (265005) | 6070 |
| LME LEAD FUTURE Jun 26(a) | -17 | 6/16/2026 | (838007) | 2489 |
| 3 MONTH SOFR FUT Dec 26 | -17 | 3/16/2027 | (4120163) | (4850) |
| 90-DAY BANK BILL Jun 26 | -19 | 6/11/2026 | (13384193) | 3490 |
| MILL WHEAT EURO May 26(a) | -20 | 5/12/2026 | (238208) | (12411) |
| SUGAR #11 (WORLD) Jul 26(a) | -24 | 7/1/2026 | (372826) | 9195 |
| 10YR MINI JGB FUT Mar 26 | -25 | 3/13/2026 | (2126277) | (7557) |
| AUST 10Y BOND FUT Mar 26 | -41 | 3/17/2026 | (3226666) | (38119) |
| 3 MONTH SOFR FUT Sep 26 | -42 | 12/15/2026 | (10161375) | (5713) |
| COTTON NO.2 FUTR May 26(a) | -42 | 5/7/2026 | (1377810) | (6293) |
| EURO-SCHATZ FUT Mar 26 | -56 | 3/9/2026 | (7085566) | (14474) |
| CORN FUTURE Jul 26(a) | -63 | 7/15/2026 | (1436400) | (43835) |
| JPN YEN CURR FUT Mar 26 | -66 | 3/17/2026 | (5294438) | 10185 |
| 3 MONTH SOFR FUT Jun 26 | -66 | 9/15/2026 | (15928275) | 572 |
| SUGAR #11 (WORLD) May 26(a) | -67 | 5/1/2026 | (1042306) | 7732 |
| 90-DAY BANK BILL Sep 26 | -105 | 9/11/2026 | (73947230) | 19676 |
| AUST 3YR BOND FUT Mar 26 | -120 | 3/17/2026 | (8965138) | (8550) |
|  |  |  |  | $189450 |

---

(a) Holding of the Efficient Enhanced Multi-Asset (Cayman) Fund, Ltd.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contract<br>Trading<br>Currency** | **Currency<br>Purchased** | **Currency<br>Sold** | **Trading Currency<br>Amount<br>(Sold)/Purchased** | **Currency Amount<br>(Sold)/Purchased** | **Settlement<br>Date** | **Market Value and<br>Unrealized<br>Appreciation/<br>(Depreciation)** |
| Deutsche Bank AG | AUD | AUD | USD | 2600000 | $(1852894) | 3/31/2026 | $7706 |
| Deutsche Bank AG | AUD | AUD | USD | 419099 | (298672) | 3/31/2026 | $3138 |
| Deutsche Bank AG | AUD | AUD | USD | 600000 | (427591) | 3/31/2026 | $1778 |
| Deutsche Bank AG | AUD | AUD | USD | 600000 | (427591) | 3/31/2026 | $1778 |
| Deutsche Bank AG | AUD | AUD | USD | 478994 | (341356) | 3/31/2026 | $1420 |
| Deutsche Bank AG | AUD | AUD | USD | 209809 | (149521) | 3/31/2026 | $724 |
| Deutsche Bank AG | AUD | AUD | USD | 700000 | (498856) | 3/31/2026 | $(28) |
| Deutsche Bank AG | AUD | USD | AUD | (200000) | 142530 | 3/31/2026 | $(1151) |
| Societe Generale SA | AUD | AUD | USD | 300000 | (213796) | 3/18/2026 | $4351 |
| Societe Generale SA | AUD | AUD | USD | 275000 | (195979) | 3/18/2026 | $4111 |
| Societe Generale SA | AUD | AUD | USD | 275000 | (195979) | 3/18/2026 | $3973 |
| Societe Generale SA | AUD | AUD | USD | 150000 | (106898) | 3/18/2026 | $2108 |
| Societe Generale SA | AUD | AUD | USD | 150000 | (106898) | 3/18/2026 | $2065 |
| Societe Generale SA | AUD | AUD | USD | 150000 | (106898) | 3/18/2026 | $2039 |
| Societe Generale SA | AUD | AUD | USD | 50000 | (35633) | 3/18/2026 | $288 |
| Societe Generale SA | AUD | AUD | USD | 25000 | (17816) | 3/18/2026 | $215 |
| Societe Generale SA | AUD | AUD | USD | 25000 | (17816) | 3/18/2026 | $214 |
| Societe Generale SA | AUD | AUD | USD | 50000 | (35633) | 3/18/2026 | $145 |
| Societe Generale SA | AUD | AUD | USD | 50000 | (35633) | 3/18/2026 | $137 |
| Societe Generale SA | AUD | USD | AUD | (50000) | 35633 | 3/18/2026 | $86 |
| Societe Generale SA | AUD | USD | AUD | (25000) | 17816 | 3/18/2026 | $(142) |
| Societe Generale SA | AUD | USD | AUD | (25000) | 17816 | 3/18/2026 | $(143) |
| Societe Generale SA | AUD | USD | AUD | (50000) | 35633 | 3/18/2026 | $(235) |
| Societe Generale SA | AUD | USD | AUD | (50000) | 35633 | 3/18/2026 | $(239) |
| Societe Generale SA | AUD | USD | AUD | (50000) | 35633 | 3/18/2026 | $(276) |
| Societe Generale SA | AUD | USD | AUD | (50000) | 35633 | 3/18/2026 | $(307) |
| Societe Generale SA | AUD | USD | AUD | (50000) | 35633 | 3/18/2026 | $(341) |
| Societe Generale SA | AUD | USD | AUD | (50000) | 35633 | 3/18/2026 | $(376) |
| Societe Generale SA | AUD | USD | AUD | (50000) | 35633 | 3/18/2026 | $(413) |
| Societe Generale SA | AUD | USD | AUD | (25000) | 17816 | 3/18/2026 | $(418) |
| Societe Generale SA | AUD | USD | AUD | (25000) | 17816 | 3/18/2026 | $(427) |
| Societe Generale SA | AUD | USD | AUD | (50000) | 35633 | 3/18/2026 | $(798) |
| Citgroup Global Markets Inc | BRL | BRL | USD | 292875 | (57109) | 3/18/2026 | $3405 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 292875 | (57109) | 3/18/2026 | $3086 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 147570 | (28775) | 3/18/2026 | $2035 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 191727 | (37386) | 3/18/2026 | $1874 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 106000 | (20669) | 3/18/2026 | $1217 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 88625 | (17281) | 3/18/2026 | $1185 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 101148 | (19723) | 3/18/2026 | $1001 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 56680 | (11052) | 3/18/2026 | $761 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 33000 | (6435) | 3/18/2026 | $384 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 239444 | (46690) | 6/17/2026 | $329 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 27500 | (5362) | 3/18/2026 | $318 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 169530 | (33057) | 6/17/2026 | $267 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 169530 | (33057) | 6/17/2026 | $239 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 11500 | (2242) | 3/18/2026 | $129 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 10000 | (1950) | 3/18/2026 | $60 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 6000 | (1170) | 3/18/2026 | $58 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 12000 | (2340) | 3/18/2026 | $58 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 36496 | (7117) | 6/17/2026 | $56 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 2800 | (546) | 3/18/2026 | $39 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 3000 | (585) | 3/18/2026 | $33 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 3000 | (585) | 3/18/2026 | $32 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 9000 | (1755) | 3/18/2026 | $32 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 2500 | (487) | 3/18/2026 | $27 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 1000 | (195) | 3/18/2026 | $11 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 350 | (68) | 3/18/2026 | $5 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 350 | (68) | 3/18/2026 | $5 |
| Citgroup Global Markets Inc | BRL | BRL | USD | 25000 | (4875) | 6/17/2026 | $2 |
| Citgroup Global Markets Inc | BRL | USD | BRL | (500) | 97 | 3/18/2026 | $(2) |
| Citgroup Global Markets Inc | BRL | USD | BRL | (2500) | 487 | 3/18/2026 | $(11) |
| Citgroup Global Markets Inc | BRL | USD | BRL | (6500) | 1267 | 3/18/2026 | $(23) |
| Citgroup Global Markets Inc | BRL | USD | BRL | (36496) | 7117 | 3/18/2026 | $(65) |
| Citgroup Global Markets Inc | BRL | USD | BRL | (12500) | 2437 | 3/18/2026 | $(213) |
| Citgroup Global Markets Inc | BRL | USD | BRL | (169530) | 33057 | 3/18/2026 | $(279) |
| Citgroup Global Markets Inc | BRL | USD | BRL | (169530) | 33057 | 3/18/2026 | $(308) |
| Citgroup Global Markets Inc | BRL | USD | BRL | (239444) | 46690 | 3/18/2026 | $(385) |
| Citgroup Global Markets Inc | BRL | USD | BRL | (39500) | 7702 | 3/18/2026 | $(564) |
| Citgroup Global Markets Inc | BRL | USD | BRL | (52500) | 10237 | 3/18/2026 | $(681) |
| Citgroup Global Markets Inc | BRL | USD | BRL | (55500) | 10822 | 3/18/2026 | $(963) |
| Deutsche Bank AG | BRL | BRL | USD | 516778 | (100769) | 3/3/2026 | $807 |
| Deutsche Bank AG | BRL | BRL | USD | 517765 | (100961) | 4/2/2026 | $187 |
| Deutsche Bank AG | BRL | USD | BRL | (513661) | 100161 | 3/3/2026 | $(199) |
| JP Morgan Securities LLC | BRL | BRL | USD | 292875 | (57109) | 3/18/2026 | $3407 |
| JP Morgan Securities LLC | BRL | BRL | USD | 292875 | (57109) | 3/18/2026 | $3086 |
| JP Morgan Securities LLC | BRL | BRL | USD | 147571 | (28776) | 3/18/2026 | $2036 |
| JP Morgan Securities LLC | BRL | BRL | USD | 191727 | (37386) | 3/18/2026 | $1874 |
| JP Morgan Securities LLC | BRL | BRL | USD | 106000 | (20669) | 3/18/2026 | $1217 |
| JP Morgan Securities LLC | BRL | BRL | USD | 88624 | (17281) | 3/18/2026 | $1185 |
| JP Morgan Securities LLC | BRL | BRL | USD | 101148 | (19723) | 3/18/2026 | $1001 |
| JP Morgan Securities LLC | BRL | BRL | USD | 56680 | (11052) | 3/18/2026 | $761 |
| JP Morgan Securities LLC | BRL | BRL | USD | 33000 | (6435) | 3/18/2026 | $384 |
| JP Morgan Securities LLC | BRL | BRL | USD | 239444 | (46690) | 6/17/2026 | $329 |
| JP Morgan Securities LLC | BRL | BRL | USD | 27500 | (5362) | 3/18/2026 | $318 |
| JP Morgan Securities LLC | BRL | BRL | USD | 169530 | (33057) | 6/17/2026 | $267 |
| JP Morgan Securities LLC | BRL | BRL | USD | 169530 | (33057) | 6/17/2026 | $239 |
| JP Morgan Securities LLC | BRL | BRL | USD | 11500 | (2242) | 3/18/2026 | $129 |
| JP Morgan Securities LLC | BRL | BRL | USD | 10000 | (1950) | 3/18/2026 | $60 |
| JP Morgan Securities LLC | BRL | BRL | USD | 6000 | (1170) | 3/18/2026 | $58 |
| JP Morgan Securities LLC | BRL | BRL | USD | 12000 | (2340) | 3/18/2026 | $58 |
| JP Morgan Securities LLC | BRL | BRL | USD | 36496 | (7117) | 6/17/2026 | $56 |
| JP Morgan Securities LLC | BRL | BRL | USD | 2800 | (546) | 3/18/2026 | $39 |
| JP Morgan Securities LLC | BRL | BRL | USD | 3000 | (585) | 3/18/2026 | $33 |
| JP Morgan Securities LLC | BRL | BRL | USD | 3000 | (585) | 3/18/2026 | $32 |
| JP Morgan Securities LLC | BRL | BRL | USD | 9000 | (1755) | 3/18/2026 | $32 |
| JP Morgan Securities LLC | BRL | BRL | USD | 2500 | (487) | 3/18/2026 | $27 |
| JP Morgan Securities LLC | BRL | BRL | USD | 1000 | (195) | 3/18/2026 | $11 |
| JP Morgan Securities LLC | BRL | BRL | USD | 350 | (68) | 3/18/2026 | $5 |
| JP Morgan Securities LLC | BRL | BRL | USD | 350 | (68) | 3/18/2026 | $5 |
| JP Morgan Securities LLC | BRL | BRL | USD | 25000 | (4875) | 6/17/2026 | $1 |
| JP Morgan Securities LLC | BRL | USD | BRL | (500) | 97 | 3/18/2026 | $(2) |
| JP Morgan Securities LLC | BRL | USD | BRL | (2500) | 487 | 3/18/2026 | $(11) |
| JP Morgan Securities LLC | BRL | USD | BRL | (6500) | 1267 | 3/18/2026 | $(23) |
| JP Morgan Securities LLC | BRL | USD | BRL | (36496) | 7117 | 3/18/2026 | $(65) |
| JP Morgan Securities LLC | BRL | USD | BRL | (12500) | 2437 | 3/18/2026 | $(213) |
| JP Morgan Securities LLC | BRL | USD | BRL | (169530) | 33057 | 3/18/2026 | $(279) |
| JP Morgan Securities LLC | BRL | USD | BRL | (169530) | 33057 | 3/18/2026 | $(308) |
| JP Morgan Securities LLC | BRL | USD | BRL | (239444) | 46690 | 3/18/2026 | $(385) |
| JP Morgan Securities LLC | BRL | USD | BRL | (39500) | 7702 | 3/18/2026 | $(564) |
| JP Morgan Securities LLC | BRL | USD | BRL | (52500) | 10237 | 3/18/2026 | $(681) |
| JP Morgan Securities LLC | BRL | USD | BRL | (55500) | 10822 | 3/18/2026 | $(962) |
| Societe Generale SA | BRL | BRL | USD | 3734500 | (728207) | 3/3/2026 | $28480 |
| Societe Generale SA | BRL | BRL | USD | 5784614 | (1127968) | 4/2/2026 | $19314 |
| Societe Generale SA | BRL | BRL | USD | 534068 | (104140) | 3/3/2026 | $4180 |
| Societe Generale SA | BRL | BRL | USD | 533471 | (104024) | 3/3/2026 | $4063 |
| Societe Generale SA | BRL | BRL | USD | 530862 | (103515) | 3/3/2026 | $3555 |
| Societe Generale SA | BRL | BRL | USD | 655938 | (127904) | 3/3/2026 | $2952 |
| Societe Generale SA | BRL | BRL | USD | 526011 | (102569) | 4/2/2026 | $1783 |
| Societe Generale SA | BRL | BRL | USD | 393570 | (76744) | 3/3/2026 | $1773 |
| Societe Generale SA | BRL | BRL | USD | 525386 | (102447) | 4/2/2026 | $1662 |
| Societe Generale SA | BRL | BRL | USD | 261231 | (50939) | 3/3/2026 | $958 |
| Societe Generale SA | BRL | BRL | USD | 132247 | (25787) | 3/3/2026 | $797 |
| Societe Generale SA | BRL | BRL | USD | 132238 | (25786) | 3/3/2026 | $795 |
| Societe Generale SA | BRL | BRL | USD | 520845 | (101562) | 4/2/2026 | $783 |
| Societe Generale SA | BRL | BRL | USD | 131231 | (25589) | 3/3/2026 | $599 |
| Societe Generale SA | BRL | BRL | USD | 131187 | (25581) | 3/3/2026 | $590 |
| Societe Generale SA | BRL | BRL | USD | 131136 | (25571) | 3/3/2026 | $580 |
| Societe Generale SA | BRL | BRL | USD | 131058 | (25555) | 3/3/2026 | $565 |
| Societe Generale SA | BRL | BRL | USD | 130738 | (25493) | 3/3/2026 | $503 |
| Societe Generale SA | BRL | BRL | USD | 130709 | (25487) | 3/3/2026 | $497 |
| Societe Generale SA | BRL | BRL | USD | 130486 | (25444) | 3/3/2026 | $454 |
| Societe Generale SA | BRL | BRL | USD | 130466 | (25440) | 3/3/2026 | $450 |
| Societe Generale SA | BRL | BRL | USD | 129989 | (25347) | 3/3/2026 | $357 |
| Societe Generale SA | BRL | BRL | USD | 129990 | (25347) | 3/3/2026 | $357 |
| Societe Generale SA | BRL | BRL | USD | 130629 | (25472) | 4/2/2026 | $277 |
| Societe Generale SA | BRL | BRL | USD | 130508 | (25448) | 4/2/2026 | $253 |
| Societe Generale SA | BRL | USD | BRL | (129651) | 25281 | 4/2/2026 | $(87) |
| Societe Generale SA | BRL | USD | BRL | (129791) | 25309 | 4/2/2026 | $(115) |
| Societe Generale SA | BRL | USD | BRL | (91083) | 17761 | 3/3/2026 | $(192) |
| Societe Generale SA | BRL | USD | BRL | (130238) | 25396 | 3/3/2026 | $(405) |
| Societe Generale SA | BRL | USD | BRL | (130325) | 25413 | 3/3/2026 | $(423) |
| Societe Generale SA | BRL | USD | BRL | (131699) | 25681 | 3/3/2026 | $(690) |
| Societe Generale SA | BRL | USD | BRL | (131850) | 25710 | 3/3/2026 | $(720) |
| Societe Generale SA | BRL | USD | BRL | (516710) | 100756 | 3/3/2026 | $(794) |
| Societe Generale SA | BRL | USD | BRL | (263125) | 51308 | 3/3/2026 | $(1328) |
| Societe Generale SA | BRL | USD | BRL | (521179) | 101627 | 3/3/2026 | $(1666) |
| Societe Generale SA | BRL | USD | BRL | (521839) | 101756 | 3/3/2026 | $(1794) |
| Societe Generale SA | BRL | USD | BRL | (5738392) | 1118955 | 3/3/2026 | $(19386) |
| Deutsche Bank AG | CAD | USD | CAD | (604753) | 443416 | 3/31/2026 | $2041 |
| Deutsche Bank AG | CAD | USD | CAD | (578598) | 424238 | 3/31/2026 | $507 |
| Deutsche Bank AG | CAD | USD | CAD | (100000) | 73322 | 3/31/2026 | $7 |
| Deutsche Bank AG | CAD | CAD | USD | (46307) | 33953 | 3/2/2026 | $0 |
| Deutsche Bank AG | CAD | CAD | USD | (18343) | 13449 | 3/2/2026 | $0 |
| Deutsche Bank AG | CAD | CAD | USD | (28377) | 20806 | 3/2/2026 | $0 |
| Deutsche Bank AG | CAD | CAD | USD | (46720) | 34256 | 3/2/2026 | $0 |
| Deutsche Bank AG | CAD | USD | CAD | (100000) | 73322 | 3/31/2026 | $(92) |
| Deutsche Bank AG | CAD | CAD | USD | 400000 | (293287) | 3/31/2026 | $(705) |
| Deutsche Bank AG | CAD | CAD | USD | 1100000 | (806540) | 3/31/2026 | $(2140) |
| Societe Generale SA | CAD | CAD | USD | 204678 | (150074) | 3/18/2026 | $155 |
| Societe Generale SA | CAD | USD | CAD | (67981) | 49845 | 3/18/2026 | $128 |
| Societe Generale SA | CAD | CAD | USD | 136417 | (100024) | 3/18/2026 | $78 |
| Societe Generale SA | CAD | CAD | USD | 136394 | (100007) | 3/18/2026 | $61 |
| Societe Generale SA | CAD | CAD | USD | 34117 | (25015) | 3/18/2026 | $29 |
| Societe Generale SA | CAD | CAD | USD | 34118 | (25016) | 3/18/2026 | $29 |
| Societe Generale SA | CAD | USD | CAD | (68124) | 49950 | 3/18/2026 | $23 |
| Societe Generale SA | CAD | USD | CAD | (34137) | 25030 | 3/18/2026 | $(43) |
| Societe Generale SA | CAD | USD | CAD | (34140) | 25032 | 3/18/2026 | $(45) |
| Societe Generale SA | CAD | USD | CAD | (68236) | 50032 | 3/18/2026 | $(59) |
| Societe Generale SA | CAD | CAD | USD | 68059 | (49902) | 3/18/2026 | $(71) |
| Societe Generale SA | CAD | USD | CAD | (34185) | 25065 | 3/18/2026 | $(79) |
| Societe Generale SA | CAD | USD | CAD | (34185) | 25065 | 3/18/2026 | $(79) |
| Societe Generale SA | CAD | USD | CAD | (34187) | 25066 | 3/18/2026 | $(80) |
| Societe Generale SA | CAD | USD | CAD | (34188) | 25067 | 3/18/2026 | $(81) |
| Societe Generale SA | CAD | USD | CAD | (68282) | 50066 | 3/18/2026 | $(93) |
| Societe Generale SA | CAD | CAD | USD | 67981 | (49845) | 3/18/2026 | $(128) |
| Societe Generale SA | CAD | USD | CAD | (34258) | 25118 | 3/18/2026 | $(132) |
| Societe Generale SA | CAD | USD | CAD | (34259) | 25119 | 3/18/2026 | $(133) |
| Societe Generale SA | CAD | USD | CAD | (68425) | 50170 | 3/18/2026 | $(198) |
| Societe Generale SA | CAD | CAD | USD | 33792 | (24777) | 3/18/2026 | $(210) |
| Societe Generale SA | CAD | CAD | USD | 33789 | (24775) | 3/18/2026 | $(212) |
| Societe Generale SA | CAD | CAD | USD | 67806 | (49717) | 3/18/2026 | $(256) |
| Deutsche Bank AG | CHF | CHF | USD | 625000 | (812691) | 3/31/2026 | $927 |
| Deutsche Bank AG | CHF | CHF | USD | 1026846 | (1335214) | 3/31/2026 | $105 |
| Deutsche Bank AG | CHF | CHF | USD | 250000 | (325076) | 3/31/2026 | $26 |
| Deutsche Bank AG | CHF | CHF | USD | 130723 | (169980) | 3/31/2026 | $13 |
| Deutsche Bank AG | CHF | USD | CHF | (125000) | 162538 | 3/31/2026 | $(120) |
| Societe Generale SA | CHF | CHF | USD | 366108 | (476052) | 3/18/2026 | $4051 |
| Societe Generale SA | CHF | CHF | USD | 183021 | (237983) | 3/18/2026 | $2025 |
| Societe Generale SA | CHF | CHF | USD | 182977 | (237926) | 3/18/2026 | $2025 |
| Societe Generale SA | CHF | CHF | USD | 135478 | (176162) | 3/18/2026 | $1560 |
| Societe Generale SA | CHF | CHF | USD | 96841 | (125923) | 3/18/2026 | $1207 |
| Societe Generale SA | CHF | CHF | USD | 96766 | (125826) | 3/18/2026 | $1110 |
| Societe Generale SA | CHF | CHF | USD | 96756 | (125813) | 3/18/2026 | $1097 |
| Societe Generale SA | CHF | CHF | USD | 45597 | (59290) | 3/18/2026 | $304 |
| Societe Generale SA | CHF | USD | CHF | (19088) | 24820 | 3/18/2026 | $124 |
| Societe Generale SA | CHF | USD | CHF | (19090) | 24823 | 3/18/2026 | $121 |
| Societe Generale SA | CHF | USD | CHF | (38305) | 49808 | 3/18/2026 | $80 |
| Societe Generale SA | CHF | USD | CHF | (45733) | 59466 | 3/18/2026 | $67 |
| Societe Generale SA | CHF | CHF | USD | 22769 | (29606) | 3/18/2026 | $63 |
| Societe Generale SA | CHF | CHF | USD | 22770 | (29608) | 3/18/2026 | $63 |
| Societe Generale SA | CHF | CHF | USD | 22781 | (29622) | 3/18/2026 | $32 |
| Societe Generale SA | CHF | CHF | USD | 22782 | (29623) | 3/18/2026 | $32 |
| Societe Generale SA | CHF | CHF | USD | 19185 | (24947) | 3/18/2026 | $3 |
| Societe Generale SA | CHF | CHF | USD | 19185 | (24946) | 3/18/2026 | $2 |
| Societe Generale SA | CHF | CHF | USD | 22844 | (29704) | 3/18/2026 | $(4) |
| Societe Generale SA | CHF | CHF | USD | 22846 | (29707) | 3/18/2026 | $(4) |
| Societe Generale SA | CHF | CHF | USD | 38346 | (49862) | 3/18/2026 | $(26) |
| Societe Generale SA | CHF | CHF | USD | 19153 | (24905) | 3/18/2026 | $(39) |
| Societe Generale SA | CHF | CHF | USD | 19153 | (24905) | 3/18/2026 | $(39) |
| Societe Generale SA | CHF | CHF | USD | 22766 | (29602) | 3/18/2026 | $(77) |
| Societe Generale SA | CHF | CHF | USD | 22767 | (29603) | 3/18/2026 | $(77) |
| Societe Generale SA | CHF | CHF | USD | 38307 | (49811) | 3/18/2026 | $(77) |
| Societe Generale SA | CHF | CHF | USD | 38301 | (49804) | 3/18/2026 | $(84) |
| Societe Generale SA | CHF | CHF | USD | 19109 | (24847) | 3/18/2026 | $(97) |
| Societe Generale SA | CHF | CHF | USD | 19106 | (24843) | 3/18/2026 | $(101) |
| Societe Generale SA | CHF | USD | CHF | (19261) | 25045 | 3/18/2026 | $(102) |
| Societe Generale SA | CHF | USD | CHF | (19262) | 25046 | 3/18/2026 | $(103) |
| Societe Generale SA | CHF | USD | CHF | (19291) | 25084 | 3/18/2026 | $(141) |
| Societe Generale SA | CHF | USD | CHF | (19293) | 25087 | 3/18/2026 | $(144) |
| Societe Generale SA | CHF | USD | CHF | (19308) | 25106 | 3/18/2026 | $(163) |
| Societe Generale SA | CHF | USD | CHF | (19314) | 25114 | 3/18/2026 | $(171) |
| Societe Generale SA | CHF | USD | CHF | (19331) | 25136 | 3/18/2026 | $(193) |
| Societe Generale SA | CHF | USD | CHF | (19340) | 25147 | 3/18/2026 | $(204) |
| Societe Generale SA | CHF | USD | CHF | (22757) | 29592 | 3/18/2026 | $(206) |
| Societe Generale SA | CHF | USD | CHF | (22758) | 29592 | 3/18/2026 | $(207) |
| Societe Generale SA | CHF | USD | CHF | (19347) | 25157 | 3/18/2026 | $(213) |
| Societe Generale SA | CHF | USD | CHF | (19347) | 25157 | 3/18/2026 | $(214) |
| Societe Generale SA | CHF | USD | CHF | (22797) | 29643 | 3/18/2026 | $(217) |
| Societe Generale SA | CHF | USD | CHF | (22767) | 29604 | 3/18/2026 | $(218) |
| Societe Generale SA | CHF | USD | CHF | (22798) | 29644 | 3/18/2026 | $(218) |
| Societe Generale SA | CHF | USD | CHF | (22777) | 29617 | 3/18/2026 | $(232) |
| Societe Generale SA | CHF | CHF | USD | 45732 | (59465) | 3/18/2026 | $(279) |
| Citgroup Global Markets Inc | CLP | CLP | USD | 1666722 | (1907) | 3/18/2026 | $135 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 1666722 | (1907) | 3/18/2026 | $121 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 1666054 | (1906) | 3/18/2026 | $115 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 1666056 | (1906) | 3/18/2026 | $111 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 1667055 | (1907) | 3/18/2026 | $105 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 1667056 | (1907) | 3/18/2026 | $104 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 1666723 | (1907) | 3/18/2026 | $101 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 1666722 | (1907) | 3/18/2026 | $95 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 1666722 | (1907) | 3/18/2026 | $93 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 1000034 | (1144) | 3/18/2026 | $81 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 833361 | (953) | 3/18/2026 | $67 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 833361 | (953) | 3/18/2026 | $66 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 833361 | (953) | 3/18/2026 | $56 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 833361 | (953) | 3/18/2026 | $56 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 666688 | (763) | 3/18/2026 | $56 |
| Citgroup Global Markets Inc | CLP | USD | CLP | (2500000) | 2860 | 3/18/2026 | $52 |
| Citgroup Global Markets Inc | CLP | USD | CLP | (2500000) | 2860 | 3/18/2026 | $27 |
| Citgroup Global Markets Inc | CLP | USD | CLP | (2499999) | 2860 | 3/18/2026 | $23 |
| Citgroup Global Markets Inc | CLP | USD | CLP | (2499999) | 2860 | 3/18/2026 | $14 |
| Citgroup Global Markets Inc | CLP | CLP | USD | 2499999 | (2860) | 6/17/2026 | $(14) |
| Citgroup Global Markets Inc | CLP | CLP | USD | 2499999 | (2860) | 6/17/2026 | $(23) |
| Citgroup Global Markets Inc | CLP | CLP | USD | 2500000 | (2860) | 6/17/2026 | $(27) |
| Citgroup Global Markets Inc | CLP | CLP | USD | 2500000 | (2860) | 6/17/2026 | $(52) |
| Deutsche Bank AG | CLP | USD | CLP | (85817760) | 98174 | 3/31/2026 | $1676 |
| Deutsche Bank AG | CLP | USD | CLP | (86784170) | 99279 | 3/4/2026 | $560 |
| Deutsche Bank AG | CLP | CLP | USD | 87083200 | (99622) | 3/4/2026 | $(217) |
| Deutsche Bank AG | CLP | CLP | USD | 86791000 | (99287) | 3/24/2026 | $(559) |
| JP Morgan Securities LLC | CLP | CLP | USD | 1666722 | (1907) | 3/18/2026 | $135 |
| JP Morgan Securities LLC | CLP | CLP | USD | 1666722 | (1907) | 3/18/2026 | $121 |
| JP Morgan Securities LLC | CLP | CLP | USD | 1666056 | (1906) | 3/18/2026 | $115 |
| JP Morgan Securities LLC | CLP | CLP | USD | 1666054 | (1906) | 3/18/2026 | $111 |
| JP Morgan Securities LLC | CLP | CLP | USD | 1667056 | (1907) | 3/18/2026 | $105 |
| JP Morgan Securities LLC | CLP | CLP | USD | 1667055 | (1907) | 3/18/2026 | $104 |
| JP Morgan Securities LLC | CLP | CLP | USD | 1666723 | (1907) | 3/18/2026 | $101 |
| JP Morgan Securities LLC | CLP | CLP | USD | 1666722 | (1907) | 3/18/2026 | $95 |
| JP Morgan Securities LLC | CLP | CLP | USD | 1666722 | (1907) | 3/18/2026 | $93 |
| JP Morgan Securities LLC | CLP | CLP | USD | 1000034 | (1144) | 3/18/2026 | $81 |
| JP Morgan Securities LLC | CLP | CLP | USD | 833362 | (953) | 3/18/2026 | $67 |
| JP Morgan Securities LLC | CLP | CLP | USD | 833360 | (953) | 3/18/2026 | $66 |
| JP Morgan Securities LLC | CLP | CLP | USD | 833360 | (953) | 3/18/2026 | $56 |
| JP Morgan Securities LLC | CLP | CLP | USD | 833362 | (953) | 3/18/2026 | $56 |
| JP Morgan Securities LLC | CLP | CLP | USD | 666688 | (763) | 3/18/2026 | $56 |
| JP Morgan Securities LLC | CLP | USD | CLP | (2500000) | 2860 | 3/18/2026 | $52 |
| JP Morgan Securities LLC | CLP | USD | CLP | (2500000) | 2860 | 3/18/2026 | $27 |
| JP Morgan Securities LLC | CLP | USD | CLP | (2499999) | 2860 | 3/18/2026 | $23 |
| JP Morgan Securities LLC | CLP | USD | CLP | (2499999) | 2860 | 3/18/2026 | $14 |
| JP Morgan Securities LLC | CLP | CLP | USD | 2499999 | (2860) | 6/17/2026 | $(14) |
| JP Morgan Securities LLC | CLP | CLP | USD | 2499999 | (2860) | 6/17/2026 | $(23) |
| JP Morgan Securities LLC | CLP | CLP | USD | 2500000 | (2860) | 6/17/2026 | $(27) |
| JP Morgan Securities LLC | CLP | CLP | USD | 2500000 | (2860) | 6/17/2026 | $(52) |
| Societe Generale SA | CLP | CLP | USD | 139014005 | (159029) | 3/18/2026 | $9278 |
| Societe Generale SA | CLP | CLP | USD | 46275001 | (52938) | 3/18/2026 | $3021 |
| Societe Generale SA | CLP | CLP | USD | 45541506 | (52099) | 3/18/2026 | $2180 |
| Societe Generale SA | CLP | CLP | USD | 45379601 | (51913) | 3/18/2026 | $1995 |
| Societe Generale SA | CLP | CLP | USD | 45362651 | (51894) | 3/18/2026 | $1975 |
| Societe Generale SA | CLP | CLP | USD | 22930529 | (26232) | 3/18/2026 | $1273 |
| Societe Generale SA | CLP | CLP | USD | 22919279 | (26219) | 3/18/2026 | $1260 |
| Societe Generale SA | CLP | USD | CLP | (21596003) | 24705 | 3/18/2026 | $256 |
| Societe Generale SA | CLP | USD | CLP | (21608253) | 24719 | 3/18/2026 | $242 |
| Societe Generale SA | CLP | USD | CLP | (21630753) | 24745 | 3/18/2026 | $216 |
| Societe Generale SA | CLP | USD | CLP | (21633678) | 24749 | 3/18/2026 | $213 |
| Societe Generale SA | CLP | CLP | USD | 43491002 | (49753) | 3/18/2026 | $(169) |
| Societe Generale SA | CLP | CLP | USD | 43429002 | (49682) | 3/18/2026 | $(240) |
| Societe Generale SA | CLP | USD | CLP | (44129008) | 50483 | 3/18/2026 | $(562) |
| Societe Generale SA | CLP | CLP | USD | 86457000 | (98905) | 3/31/2026 | $(944) |
| Citgroup Global Markets Inc | CNH | CNH | USD | 89278 | (13013) | 3/18/2026 | $348 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 89278 | (13013) | 3/18/2026 | $347 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 87944 | (12818) | 3/18/2026 | $343 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 66625 | (9711) | 3/18/2026 | $270 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 66625 | (9711) | 3/18/2026 | $270 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 66626 | (9711) | 3/18/2026 | $266 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 66624 | (9711) | 3/18/2026 | $265 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 66167 | (9644) | 3/18/2026 | $241 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 66166 | (9644) | 3/18/2026 | $241 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $208 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 64716 | (9433) | 3/18/2026 | $208 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $208 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $207 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 64716 | (9433) | 3/18/2026 | $207 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $206 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $204 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $203 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 64716 | (9433) | 3/18/2026 | $196 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $195 |
| Citgroup Global Markets Inc | CNH | USD | CNH | (169313) | 24678 | 3/18/2026 | $164 |
| Citgroup Global Markets Inc | CNH | USD | CNH | (169312) | 24678 | 3/18/2026 | $156 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 46500 | (6778) | 3/18/2026 | $148 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 50500 | (7361) | 3/18/2026 | $107 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 23000 | (3352) | 3/18/2026 | $56 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 14500 | (2113) | 3/18/2026 | $23 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 11000 | (1603) | 3/18/2026 | $20 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 7500 | (1093) | 3/18/2026 | $12 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 7000 | (1020) | 3/18/2026 | $11 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 6500 | (947) | 3/18/2026 | $11 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 6000 | (875) | 3/18/2026 | $10 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 3500 | (510) | 3/18/2026 | $9 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 2500 | (364) | 3/18/2026 | $3 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 1000 | (146) | 3/18/2026 | $2 |
| Citgroup Global Markets Inc | CNH | CNH | USD | 500 | (73) | 3/18/2026 | $1 |
| Citgroup Global Markets Inc | CNH | USD | CNH | (2000) | 292 | 3/18/2026 | $(1) |
| Citgroup Global Markets Inc | CNH | USD | CNH | (4500) | 656 | 3/18/2026 | $(2) |
| Citgroup Global Markets Inc | CNH | USD | CNH | (5000) | 729 | 3/18/2026 | $(6) |
| Citgroup Global Markets Inc | CNH | USD | CNH | (10500) | 1530 | 3/18/2026 | $(13) |
| Citgroup Global Markets Inc | CNH | USD | CNH | (12500) | 1822 | 3/18/2026 | $(18) |
| Citgroup Global Markets Inc | CNH | USD | CNH | (20500) | 2988 | 3/18/2026 | $(27) |
| Citgroup Global Markets Inc | CNH | USD | CNH | (28000) | 4081 | 3/18/2026 | $(30) |
| Citgroup Global Markets Inc | CNH | USD | CNH | (12500) | 1822 | 3/18/2026 | $(34) |
| Citgroup Global Markets Inc | CNH | USD | CNH | (15000) | 2186 | 3/18/2026 | $(48) |
| Citgroup Global Markets Inc | CNH | USD | CNH | (27500) | 4008 | 3/18/2026 | $(74) |
| Citgroup Global Markets Inc | CNH | CNH | USD | 75000 | (10932) | 6/17/2026 | $(84) |
| Citgroup Global Markets Inc | CNH | CNH | USD | 169312 | (24678) | 6/17/2026 | $(191) |
| Citgroup Global Markets Inc | CNH | CNH | USD | 169313 | (24678) | 6/17/2026 | $(198) |
| Deutsche Bank AG | CNH | CNH | USD | 7572161 | (1103669) | 3/31/2026 | $252 |
| Deutsche Bank AG | CNH | CNH | USD | 688838 | (100401) | 3/31/2026 | $90 |
| Deutsche Bank AG | CNH | USD | CNH | (687873) | 100260 | 3/31/2026 | $51 |
| Deutsche Bank AG | CNH | CNH | USD | 153330 | (22348) | 3/2/2026 | $0 |
| Deutsche Bank AG | CNH | CNH | USD | 330407 | (48158) | 3/2/2026 | $0 |
| Deutsche Bank AG | CNH | CNH | USD | 366 | (53) | 3/2/2026 | $0 |
| Deutsche Bank AG | CNH | USD | CNH | (484252) | 70581 | 3/2/2026 | $0 |
| Deutsche Bank AG | CNH | CNH | USD | 1372097 | (199988) | 3/31/2026 | $(631) |
| Deutsche Bank AG | CNH | CNH | USD | 1365782 | (199067) | 3/31/2026 | $(1549) |
| JP Morgan Securities LLC | CNH | CNH | USD | 89278 | (13013) | 3/18/2026 | $349 |
| JP Morgan Securities LLC | CNH | CNH | USD | 89278 | (13013) | 3/18/2026 | $347 |
| JP Morgan Securities LLC | CNH | CNH | USD | 87944 | (12818) | 3/18/2026 | $343 |
| JP Morgan Securities LLC | CNH | CNH | USD | 66624 | (9711) | 3/18/2026 | $270 |
| JP Morgan Securities LLC | CNH | CNH | USD | 66626 | (9711) | 3/18/2026 | $270 |
| JP Morgan Securities LLC | CNH | CNH | USD | 66625 | (9711) | 3/18/2026 | $266 |
| JP Morgan Securities LLC | CNH | CNH | USD | 66625 | (9711) | 3/18/2026 | $265 |
| JP Morgan Securities LLC | CNH | CNH | USD | 66167 | (9644) | 3/18/2026 | $241 |
| JP Morgan Securities LLC | CNH | CNH | USD | 66166 | (9644) | 3/18/2026 | $240 |
| JP Morgan Securities LLC | CNH | CNH | USD | 64716 | (9433) | 3/18/2026 | $208 |
| JP Morgan Securities LLC | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $208 |
| JP Morgan Securities LLC | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $208 |
| JP Morgan Securities LLC | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $207 |
| JP Morgan Securities LLC | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $206 |
| JP Morgan Securities LLC | CNH | CNH | USD | 64716 | (9433) | 3/18/2026 | $205 |
| JP Morgan Securities LLC | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $204 |
| JP Morgan Securities LLC | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $203 |
| JP Morgan Securities LLC | CNH | CNH | USD | 64716 | (9433) | 3/18/2026 | $196 |
| JP Morgan Securities LLC | CNH | CNH | USD | 64717 | (9433) | 3/18/2026 | $195 |
| JP Morgan Securities LLC | CNH | USD | CNH | (169313) | 24678 | 3/18/2026 | $164 |
| JP Morgan Securities LLC | CNH | USD | CNH | (169312) | 24678 | 3/18/2026 | $157 |
| JP Morgan Securities LLC | CNH | CNH | USD | 46500 | (6778) | 3/18/2026 | $148 |
| JP Morgan Securities LLC | CNH | CNH | USD | 50500 | (7361) | 3/18/2026 | $107 |
| JP Morgan Securities LLC | CNH | CNH | USD | 23000 | (3352) | 3/18/2026 | $56 |
| JP Morgan Securities LLC | CNH | CNH | USD | 14500 | (2113) | 3/18/2026 | $23 |
| JP Morgan Securities LLC | CNH | CNH | USD | 11000 | (1603) | 3/18/2026 | $20 |
| JP Morgan Securities LLC | CNH | CNH | USD | 7500 | (1093) | 3/18/2026 | $12 |
| JP Morgan Securities LLC | CNH | CNH | USD | 7000 | (1020) | 3/18/2026 | $11 |
| JP Morgan Securities LLC | CNH | CNH | USD | 6500 | (947) | 3/18/2026 | $11 |
| JP Morgan Securities LLC | CNH | CNH | USD | 6000 | (875) | 3/18/2026 | $10 |
| JP Morgan Securities LLC | CNH | CNH | USD | 3500 | (510) | 3/18/2026 | $9 |
| JP Morgan Securities LLC | CNH | CNH | USD | 2500 | (364) | 3/18/2026 | $3 |
| JP Morgan Securities LLC | CNH | CNH | USD | 1000 | (146) | 3/18/2026 | $2 |
| JP Morgan Securities LLC | CNH | CNH | USD | 500 | (73) | 3/18/2026 | $1 |
| JP Morgan Securities LLC | CNH | USD | CNH | (2000) | 292 | 3/18/2026 | $(1) |
| JP Morgan Securities LLC | CNH | USD | CNH | (4500) | 656 | 3/18/2026 | $(2) |
| JP Morgan Securities LLC | CNH | USD | CNH | (5000) | 729 | 3/18/2026 | $(6) |
| JP Morgan Securities LLC | CNH | USD | CNH | (10500) | 1530 | 3/18/2026 | $(13) |
| JP Morgan Securities LLC | CNH | USD | CNH | (12500) | 1822 | 3/18/2026 | $(18) |
| JP Morgan Securities LLC | CNH | USD | CNH | (20500) | 2988 | 3/18/2026 | $(27) |
| JP Morgan Securities LLC | CNH | USD | CNH | (28000) | 4081 | 3/18/2026 | $(30) |
| JP Morgan Securities LLC | CNH | USD | CNH | (12500) | 1822 | 3/18/2026 | $(34) |
| JP Morgan Securities LLC | CNH | USD | CNH | (15000) | 2186 | 3/18/2026 | $(48) |
| JP Morgan Securities LLC | CNH | USD | CNH | (27500) | 4008 | 3/18/2026 | $(74) |
| JP Morgan Securities LLC | CNH | CNH | USD | 75000 | (10932) | 6/17/2026 | $(84) |
| JP Morgan Securities LLC | CNH | CNH | USD | 169312 | (24678) | 6/17/2026 | $(192) |
| JP Morgan Securities LLC | CNH | CNH | USD | 169313 | (24678) | 6/17/2026 | $(198) |
| Societe Generale SA | CNH | CNH | USD | 5210565 | (759458) | 3/18/2026 | $8353 |
| Societe Generale SA | CNH | CNH | USD | 2000000 | (291507) | 3/18/2026 | $6154 |
| Societe Generale SA | CNH | CNH | USD | 500000 | (72877) | 3/18/2026 | $1334 |
| Societe Generale SA | CNH | CNH | USD | 500000 | (72877) | 3/18/2026 | $1050 |
| Societe Generale SA | CNH | CNH | USD | 500000 | (72877) | 3/18/2026 | $892 |
| Societe Generale SA | CNH | CNH | USD | 500000 | (72877) | 3/18/2026 | $846 |
| Societe Generale SA | CNH | CNH | USD | 500000 | (72877) | 3/18/2026 | $783 |
| Societe Generale SA | CNH | CNH | USD | 500000 | (72877) | 3/18/2026 | $767 |
| Societe Generale SA | CNH | CNH | USD | 347078 | (50588) | 3/18/2026 | $514 |
| Societe Generale SA | CNH | CNH | USD | 346613 | (50520) | 3/18/2026 | $447 |
| Societe Generale SA | CNH | CNH | USD | 346366 | (50484) | 3/18/2026 | $411 |
| Societe Generale SA | CNH | CNH | USD | 346356 | (50483) | 3/18/2026 | $409 |
| Societe Generale SA | CNH | CNH | USD | 500000 | (72877) | 3/18/2026 | $271 |
| Societe Generale SA | CNH | CNH | USD | 173495 | (25287) | 3/18/2026 | $251 |
| Societe Generale SA | CNH | CNH | USD | 173496 | (25288) | 3/18/2026 | $251 |
| Societe Generale SA | CNH | CNH | USD | 173371 | (25269) | 3/18/2026 | $233 |
| Societe Generale SA | CNH | CNH | USD | 173371 | (25269) | 3/18/2026 | $233 |
| Societe Generale SA | CNH | CNH | USD | 173333 | (25264) | 3/18/2026 | $227 |
| Societe Generale SA | CNH | CNH | USD | 173247 | (25251) | 3/18/2026 | $215 |
| Societe Generale SA | CNH | CNH | USD | 344964 | (50280) | 3/18/2026 | $207 |
| Societe Generale SA | CNH | CNH | USD | 173099 | (25230) | 3/18/2026 | $193 |
| Societe Generale SA | CNH | CNH | USD | 173099 | (25230) | 3/18/2026 | $193 |
| Societe Generale SA | CNH | CNH | USD | 172970 | (25211) | 3/18/2026 | $174 |
| Societe Generale SA | CNH | CNH | USD | 172957 | (25209) | 3/18/2026 | $172 |
| Societe Generale SA | CNH | CNH | USD | 344565 | (50222) | 3/18/2026 | $149 |
| Societe Generale SA | CNH | CNH | USD | 344420 | (50200) | 3/18/2026 | $127 |
| Societe Generale SA | CNH | CNH | USD | 172459 | (25136) | 3/18/2026 | $100 |
| Societe Generale SA | CNH | CNH | USD | 172461 | (25137) | 3/18/2026 | $100 |
| Societe Generale SA | CNH | CNH | USD | 344232 | (50173) | 3/18/2026 | $100 |
| Societe Generale SA | CNH | CNH | USD | 172382 | (25125) | 3/18/2026 | $89 |
| Societe Generale SA | CNH | CNH | USD | 172379 | (25125) | 3/18/2026 | $88 |
| Societe Generale SA | CNH | CNH | USD | 343714 | (50098) | 3/18/2026 | $25 |
| Societe Generale SA | CNH | CNH | USD | 171831 | (25045) | 3/18/2026 | $9 |
| Societe Generale SA | CNH | CNH | USD | 171833 | (25045) | 3/18/2026 | $9 |
| Societe Generale SA | CNH | CNH | USD | 353740 | (51559) | 3/2/2026 | $0 |
| Societe Generale SA | CNH | USD | CNH | (353764) | 51562 | 3/2/2026 | $0 |
| Societe Generale SA | CNH | USD | CNH | (343797) | 50110 | 3/18/2026 | $(37) |
| Societe Generale SA | CNH | USD | CNH | (172232) | 25103 | 3/18/2026 | $(67) |
| Societe Generale SA | CNH | USD | CNH | (172241) | 25105 | 3/18/2026 | $(68) |
| Societe Generale SA | CNH | USD | CNH | (172237) | 25104 | 3/18/2026 | $(68) |
| Societe Generale SA | CNH | USD | CNH | (172243) | 25105 | 3/18/2026 | $(68) |
| Societe Generale SA | CNH | USD | CNH | (172249) | 25106 | 3/18/2026 | $(69) |
| Societe Generale SA | CNH | USD | CNH | (172262) | 25108 | 3/18/2026 | $(71) |
| Societe Generale SA | CNH | USD | CNH | (172268) | 25109 | 3/18/2026 | $(72) |
| Societe Generale SA | CNH | USD | CNH | (172271) | 25109 | 3/18/2026 | $(73) |
| Societe Generale SA | CNH | USD | CNH | (172365) | 25123 | 3/18/2026 | $(86) |
| Societe Generale SA | CNH | USD | CNH | (172370) | 25123 | 3/18/2026 | $(87) |
| Societe Generale SA | CNH | USD | CNH | (344523) | 50215 | 3/18/2026 | $(142) |
| Societe Generale SA | CNH | USD | CNH | (345932) | 50421 | 3/18/2026 | $(347) |
| Societe Generale SA | CNH | CNH | USD | 500000 | (72877) | 3/18/2026 | $(426) |
| Societe Generale SA | CNH | USD | CNH | (347230) | 50610 | 3/18/2026 | $(536) |
| Societe Generale SA | CNH | USD | CNH | (500000) | 72877 | 3/18/2026 | $(555) |
| Societe Generale SA | CNH | USD | CNH | (500000) | 72877 | 3/18/2026 | $(683) |
| Societe Generale SA | COP | COP | USD | 958355030 | (255201) | 3/18/2026 | $3924 |
| Societe Generale SA | COP | COP | USD | 189319502 | (50414) | 3/18/2026 | $162 |
| Societe Generale SA | COP | COP | USD | 94896518 | (25270) | 3/18/2026 | $144 |
| Societe Generale SA | COP | COP | USD | 94749270 | (25231) | 3/18/2026 | $105 |
| Societe Generale SA | COP | USD | COP | (94969250) | 25289 | 3/18/2026 | $(163) |
| Societe Generale SA | COP | USD | COP | (95000265) | 25298 | 3/18/2026 | $(171) |
| Societe Generale SA | COP | COP | USD | 185527825 | (49404) | 3/18/2026 | $(843) |
| Societe Generale SA | COP | USD | COP | (194096538) | 51686 | 3/18/2026 | $(1428) |
| Societe Generale SA | COP | USD | COP | (195941000) | 52177 | 3/18/2026 | $(1917) |
| Societe Generale SA | CZK | CZK | USD | 7304449 | (356011) | 3/18/2026 | $1457 |
| Societe Generale SA | CZK | USD | CZK | (1214326) | 59185 | 3/18/2026 | $206 |
| Societe Generale SA | CZK | USD | CZK | (606830) | 29576 | 3/18/2026 | $(142) |
| Societe Generale SA | CZK | USD | CZK | (606882) | 29579 | 3/18/2026 | $(145) |
| Societe Generale SA | CZK | CZK | USD | 1213631 | (59151) | 3/18/2026 | $(216) |
| Citgroup Global Markets Inc | EUR | EUR | USD | 36374 | (42947) | 3/18/2026 | $224 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 36376 | (42949) | 3/18/2026 | $224 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 36199 | (42740) | 3/18/2026 | $196 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 36933 | (43607) | 3/18/2026 | $189 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 37876 | (44720) | 3/18/2026 | $184 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 36933 | (43607) | 3/18/2026 | $157 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 36935 | (43609) | 3/18/2026 | $141 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 15000 | (17710) | 3/18/2026 | $105 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 35774 | (42238) | 3/18/2026 | $103 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 36199 | (42740) | 3/18/2026 | $61 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 36374 | (42947) | 3/18/2026 | $60 |
| Citgroup Global Markets Inc | EUR | USD | EUR | (4000) | 4723 | 3/18/2026 | $60 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 36353 | (42922) | 3/18/2026 | $52 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 3500 | (4132) | 3/18/2026 | $45 |
| Citgroup Global Markets Inc | EUR | USD | EUR | (3000) | 3542 | 3/18/2026 | $35 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 38674 | (45662) | 3/18/2026 | $29 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 9500 | (11217) | 3/18/2026 | $20 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 3000 | (3542) | 3/18/2026 | $20 |
| Citgroup Global Markets Inc | EUR | USD | EUR | (2000) | 2361 | 3/18/2026 | $15 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 5000 | (5903) | 3/18/2026 | $12 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 4500 | (5313) | 3/18/2026 | $8 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 1500 | (1771) | 3/18/2026 | $7 |
| Citgroup Global Markets Inc | EUR | USD | EUR | (1000) | 1181 | 3/18/2026 | $6 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 500 | (590) | 3/18/2026 | $3 |
| Citgroup Global Markets Inc | EUR | EUR | USD | 1500 | (1771) | 3/18/2026 | $0 |
| Citgroup Global Markets Inc | EUR | USD | EUR | (4000) | 4723 | 3/18/2026 | $(2) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (1000) | 1181 | 3/18/2026 | $(5) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (3500) | 4132 | 6/17/2026 | $(7) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (500) | 590 | 3/18/2026 | $(8) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (6253) | 7383 | 3/18/2026 | $(12) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (1000) | 1181 | 3/18/2026 | $(14) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (2275) | 2686 | 3/18/2026 | $(17) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (3500) | 4132 | 3/18/2026 | $(18) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (2225) | 2627 | 3/18/2026 | $(19) |
| Citgroup Global Markets Inc | EUR | EUR | USD | 2000 | (2361) | 3/18/2026 | $(20) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (6247) | 7376 | 3/18/2026 | $(20) |
| Citgroup Global Markets Inc | EUR | EUR | USD | 4500 | (5313) | 3/18/2026 | $(24) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (2000) | 2361 | 3/18/2026 | $(26) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (38476) | 45428 | 6/17/2026 | $(27) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (3000) | 3542 | 3/18/2026 | $(30) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (3500) | 4132 | 3/18/2026 | $(35) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (3500) | 4132 | 3/18/2026 | $(43) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (36167) | 42702 | 6/17/2026 | $(50) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (31500) | 37192 | 6/17/2026 | $(51) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (4000) | 4723 | 3/18/2026 | $(59) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (36014) | 42521 | 6/17/2026 | $(60) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (36374) | 42947 | 6/17/2026 | $(61) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (6500) | 7675 | 3/18/2026 | $(73) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (4500) | 5313 | 3/18/2026 | $(75) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (35592) | 42023 | 6/17/2026 | $(101) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (10000) | 11807 | 3/18/2026 | $(115) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (37123) | 43831 | 6/17/2026 | $(142) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (37122) | 43830 | 6/17/2026 | $(158) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (37876) | 44720 | 6/17/2026 | $(185) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (37122) | 43830 | 6/17/2026 | $(191) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (36384) | 42958 | 6/17/2026 | $(198) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (36374) | 42947 | 6/17/2026 | $(226) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (36376) | 42949 | 6/17/2026 | $(226) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (35130) | 41478 | 3/18/2026 | $(336) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (35108) | 41452 | 3/18/2026 | $(340) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (35320) | 41702 | 3/18/2026 | $(403) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (34918) | 41227 | 3/18/2026 | $(419) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (35180) | 41537 | 3/18/2026 | $(438) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (35530) | 41950 | 3/18/2026 | $(462) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (34708) | 40980 | 3/18/2026 | $(464) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (35057) | 41392 | 3/18/2026 | $(480) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (35156) | 41508 | 3/18/2026 | $(541) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (35082) | 41421 | 3/18/2026 | $(542) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (32186) | 38002 | 3/18/2026 | $(761) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (35635) | 42074 | 3/18/2026 | $(773) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (35802) | 42271 | 3/18/2026 | $(779) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (34073) | 40230 | 3/18/2026 | $(786) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (38251) | 45163 | 3/18/2026 | $(887) |
| Citgroup Global Markets Inc | EUR | USD | EUR | (37364) | 44115 | 3/18/2026 | $(898) |
| Deutsche Bank AG | EUR | USD | EUR | (1125000) | 1328280 | 3/31/2026 | $8292 |
| Deutsche Bank AG | EUR | USD | EUR | (300000) | 354208 | 3/31/2026 | $2747 |
| Deutsche Bank AG | EUR | USD | EUR | (200000) | 236139 | 3/31/2026 | $2162 |
| Deutsche Bank AG | EUR | USD | EUR | (125000) | 147587 | 3/31/2026 | $712 |
| Deutsche Bank AG | EUR | USD | EUR | (375000) | 442760 | 3/31/2026 | $593 |
| Deutsche Bank AG | EUR | USD | EUR | (125000) | 147587 | 3/31/2026 | $585 |
| Deutsche Bank AG | EUR | USD | EUR | (100000) | 118069 | 3/31/2026 | $570 |
| Deutsche Bank AG | EUR | USD | EUR | (125000) | 147587 | 3/31/2026 | $539 |
| Deutsche Bank AG | EUR | EUR | USD | 100000 | (118069) | 3/31/2026 | $455 |
| Deutsche Bank AG | EUR | USD | EUR | (100000) | 118069 | 3/31/2026 | $450 |
| Deutsche Bank AG | EUR | EUR | USD | 300000 | (354208) | 3/31/2026 | $443 |
| Deutsche Bank AG | EUR | EUR | USD | 200000 | (236139) | 3/31/2026 | $423 |
| Deutsche Bank AG | EUR | USD | EUR | (100000) | 118069 | 3/31/2026 | $414 |
| Deutsche Bank AG | EUR | EUR | USD | 100000 | (118069) | 3/31/2026 | $352 |
| Deutsche Bank AG | EUR | USD | EUR | (100000) | 118069 | 3/31/2026 | $49 |
| Deutsche Bank AG | EUR | USD | EUR | 18330834 | (21643093) | 3/2/2026 | $0 |
| Deutsche Bank AG | EUR | USD | EUR | (100000) | 118069 | 3/31/2026 | $(199) |
| Deutsche Bank AG | EUR | USD | EUR | (100000) | 118069 | 3/31/2026 | $(259) |
| Deutsche Bank AG | EUR | USD | EUR | (625000) | 737933 | 3/31/2026 | $(287) |
| Deutsche Bank AG | EUR | EUR | USD | 100000 | (118069) | 3/31/2026 | $(526) |
| Deutsche Bank AG | EUR | USD | EUR | (250000) | 295173 | 3/31/2026 | $(889) |
| Deutsche Bank AG | EUR | EUR | USD | 375000 | (442760) | 3/31/2026 | $(1939) |
| Deutsche Bank AG | EUR | EUR | USD | 500000 | (590347) | 3/31/2026 | $(3028) |
| Deutsche Bank AG | EUR | EUR | USD | 900000 | (1062624) | 3/31/2026 | $(4655) |
| Deutsche Bank AG | EUR | EUR | USD | 1100000 | (1298763) | 3/31/2026 | $(5689) |
| JP Morgan Securities LLC | EUR | EUR | USD | 36374 | (42947) | 3/18/2026 | $224 |
| JP Morgan Securities LLC | EUR | EUR | USD | 36376 | (42949) | 3/18/2026 | $224 |
| JP Morgan Securities LLC | EUR | EUR | USD | 36199 | (42740) | 3/18/2026 | $196 |
| JP Morgan Securities LLC | EUR | EUR | USD | 36933 | (43607) | 3/18/2026 | $189 |
| JP Morgan Securities LLC | EUR | EUR | USD | 37876 | (44720) | 3/18/2026 | $184 |
| JP Morgan Securities LLC | EUR | EUR | USD | 36934 | (43608) | 3/18/2026 | $157 |
| JP Morgan Securities LLC | EUR | EUR | USD | 36934 | (43608) | 3/18/2026 | $141 |
| JP Morgan Securities LLC | EUR | EUR | USD | 15000 | (17710) | 3/18/2026 | $105 |
| JP Morgan Securities LLC | EUR | EUR | USD | 35775 | (42239) | 3/18/2026 | $103 |
| JP Morgan Securities LLC | EUR | EUR | USD | 36199 | (42740) | 3/18/2026 | $62 |
| JP Morgan Securities LLC | EUR | EUR | USD | 36374 | (42947) | 3/18/2026 | $60 |
| JP Morgan Securities LLC | EUR | USD | EUR | (4000) | 4723 | 3/18/2026 | $60 |
| JP Morgan Securities LLC | EUR | EUR | USD | 36352 | (42921) | 3/18/2026 | $52 |
| JP Morgan Securities LLC | EUR | EUR | USD | 3500 | (4132) | 3/18/2026 | $45 |
| JP Morgan Securities LLC | EUR | USD | EUR | (3000) | 3542 | 3/18/2026 | $35 |
| JP Morgan Securities LLC | EUR | EUR | USD | 38674 | (45662) | 3/18/2026 | $29 |
| JP Morgan Securities LLC | EUR | EUR | USD | 9500 | (11217) | 3/18/2026 | $20 |
| JP Morgan Securities LLC | EUR | EUR | USD | 3000 | (3542) | 3/18/2026 | $20 |
| JP Morgan Securities LLC | EUR | USD | EUR | (2000) | 2361 | 3/18/2026 | $15 |
| JP Morgan Securities LLC | EUR | EUR | USD | 5000 | (5903) | 3/18/2026 | $12 |
| JP Morgan Securities LLC | EUR | EUR | USD | 4500 | (5313) | 3/18/2026 | $8 |
| JP Morgan Securities LLC | EUR | EUR | USD | 1500 | (1771) | 3/18/2026 | $7 |
| JP Morgan Securities LLC | EUR | USD | EUR | (1000) | 1181 | 3/18/2026 | $6 |
| JP Morgan Securities LLC | EUR | EUR | USD | 500 | (590) | 3/18/2026 | $3 |
| JP Morgan Securities LLC | EUR | EUR | USD | 1500 | (1771) | 3/18/2026 | $0 |
| JP Morgan Securities LLC | EUR | USD | EUR | (4000) | 4723 | 3/18/2026 | $(2) |
| JP Morgan Securities LLC | EUR | USD | EUR | (1000) | 1181 | 3/18/2026 | $(5) |
| JP Morgan Securities LLC | EUR | USD | EUR | (3500) | 4132 | 6/17/2026 | $(7) |
| JP Morgan Securities LLC | EUR | USD | EUR | (500) | 590 | 3/18/2026 | $(8) |
| JP Morgan Securities LLC | EUR | USD | EUR | (6253) | 7383 | 3/18/2026 | $(12) |
| JP Morgan Securities LLC | EUR | USD | EUR | (1000) | 1181 | 3/18/2026 | $(14) |
| JP Morgan Securities LLC | EUR | USD | EUR | (2275) | 2686 | 3/18/2026 | $(17) |
| JP Morgan Securities LLC | EUR | USD | EUR | (3500) | 4132 | 3/18/2026 | $(18) |
| JP Morgan Securities LLC | EUR | USD | EUR | (2225) | 2627 | 3/18/2026 | $(19) |
| JP Morgan Securities LLC | EUR | EUR | USD | 2000 | (2361) | 3/18/2026 | $(20) |
| JP Morgan Securities LLC | EUR | USD | EUR | (6247) | 7376 | 3/18/2026 | $(20) |
| JP Morgan Securities LLC | EUR | EUR | USD | 4500 | (5313) | 3/18/2026 | $(24) |
| JP Morgan Securities LLC | EUR | USD | EUR | (2000) | 2361 | 3/18/2026 | $(26) |
| JP Morgan Securities LLC | EUR | USD | EUR | (38872) | 45896 | 6/17/2026 | $(27) |
| JP Morgan Securities LLC | EUR | USD | EUR | (3000) | 3542 | 3/18/2026 | $(30) |
| JP Morgan Securities LLC | EUR | USD | EUR | (3500) | 4132 | 3/18/2026 | $(35) |
| JP Morgan Securities LLC | EUR | USD | EUR | (3500) | 4132 | 3/18/2026 | $(43) |
| JP Morgan Securities LLC | EUR | USD | EUR | (36538) | 43140 | 6/17/2026 | $(50) |
| JP Morgan Securities LLC | EUR | USD | EUR | (31500) | 37192 | 6/17/2026 | $(51) |
| JP Morgan Securities LLC | EUR | USD | EUR | (4000) | 4723 | 3/18/2026 | $(59) |
| JP Morgan Securities LLC | EUR | USD | EUR | (36384) | 42958 | 6/17/2026 | $(60) |
| JP Morgan Securities LLC | EUR | USD | EUR | (36374) | 42947 | 6/17/2026 | $(61) |
| JP Morgan Securities LLC | EUR | USD | EUR | (6500) | 7675 | 3/18/2026 | $(73) |
| JP Morgan Securities LLC | EUR | USD | EUR | (4500) | 5313 | 3/18/2026 | $(75) |
| JP Morgan Securities LLC | EUR | USD | EUR | (35957) | 42454 | 6/17/2026 | $(102) |
| JP Morgan Securities LLC | EUR | USD | EUR | (10000) | 11807 | 3/18/2026 | $(115) |
| JP Morgan Securities LLC | EUR | USD | EUR | (36746) | 43386 | 6/17/2026 | $(141) |
| JP Morgan Securities LLC | EUR | USD | EUR | (36745) | 43385 | 6/17/2026 | $(157) |
| JP Morgan Securities LLC | EUR | USD | EUR | (37876) | 44720 | 6/17/2026 | $(185) |
| JP Morgan Securities LLC | EUR | USD | EUR | (36744) | 43383 | 6/17/2026 | $(189) |
| JP Morgan Securities LLC | EUR | USD | EUR | (36014) | 42521 | 6/17/2026 | $(196) |
| JP Morgan Securities LLC | EUR | USD | EUR | (36374) | 42947 | 6/17/2026 | $(226) |
| JP Morgan Securities LLC | EUR | USD | EUR | (36376) | 42949 | 6/17/2026 | $(226) |
| JP Morgan Securities LLC | EUR | USD | EUR | (35130) | 41478 | 3/18/2026 | $(336) |
| JP Morgan Securities LLC | EUR | USD | EUR | (35108) | 41452 | 3/18/2026 | $(339) |
| JP Morgan Securities LLC | EUR | USD | EUR | (35320) | 41702 | 3/18/2026 | $(403) |
| JP Morgan Securities LLC | EUR | USD | EUR | (34918) | 41227 | 3/18/2026 | $(419) |
| JP Morgan Securities LLC | EUR | USD | EUR | (35181) | 41538 | 3/18/2026 | $(438) |
| JP Morgan Securities LLC | EUR | USD | EUR | (35530) | 41950 | 3/18/2026 | $(462) |
| JP Morgan Securities LLC | EUR | USD | EUR | (34708) | 40980 | 3/18/2026 | $(464) |
| JP Morgan Securities LLC | EUR | USD | EUR | (35056) | 41390 | 3/18/2026 | $(479) |
| JP Morgan Securities LLC | EUR | USD | EUR | (35156) | 41508 | 3/18/2026 | $(541) |
| JP Morgan Securities LLC | EUR | USD | EUR | (35082) | 41421 | 3/18/2026 | $(542) |
| JP Morgan Securities LLC | EUR | USD | EUR | (32187) | 38003 | 3/18/2026 | $(761) |
| JP Morgan Securities LLC | EUR | USD | EUR | (35634) | 42073 | 3/18/2026 | $(773) |
| JP Morgan Securities LLC | EUR | USD | EUR | (35803) | 42272 | 3/18/2026 | $(779) |
| JP Morgan Securities LLC | EUR | USD | EUR | (34072) | 40229 | 3/18/2026 | $(786) |
| JP Morgan Securities LLC | EUR | USD | EUR | (38250) | 45162 | 3/18/2026 | $(887) |
| JP Morgan Securities LLC | EUR | USD | EUR | (37365) | 44117 | 3/18/2026 | $(898) |
| Societe Generale SA | EUR | USD | EUR | (86042) | 101589 | 3/18/2026 | $2482 |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $720 |
| Societe Generale SA | EUR | EUR | USD | 118453 | (139857) | 3/18/2026 | $641 |
| Societe Generale SA | EUR | EUR | USD | 83497 | (98584) | 3/18/2026 | $625 |
| Societe Generale SA | EUR | USD | EUR | (350000) | 413243 | 3/18/2026 | $551 |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $486 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $337 |
| Societe Generale SA | EUR | EUR | USD | 500000 | (590347) | 3/18/2026 | $330 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $329 |
| Societe Generale SA | EUR | EUR | USD | 83085 | (98098) | 3/18/2026 | $326 |
| Societe Generale SA | EUR | EUR | USD | 83937 | (99103) | 3/18/2026 | $323 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $313 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $313 |
| Societe Generale SA | EUR | EUR | USD | 450000 | (531312) | 3/18/2026 | $297 |
| Societe Generale SA | EUR | EUR | USD | 450000 | (531312) | 3/18/2026 | $297 |
| Societe Generale SA | EUR | USD | EUR | (92357) | 109045 | 3/18/2026 | $287 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $271 |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $271 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $266 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $252 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $252 |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $245 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $235 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $234 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $232 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $224 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $222 |
| Societe Generale SA | EUR | EUR | USD | 50000 | (59035) | 3/18/2026 | $220 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $216 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $214 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $212 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $211 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $202 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $199 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $196 |
| Societe Generale SA | EUR | EUR | USD | 94377 | (111431) | 3/18/2026 | $191 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $168 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $167 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $154 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $153 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $152 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $143 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $130 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $130 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $127 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $126 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $124 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $110 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $110 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $110 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $110 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $108 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $107 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $86 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $81 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $81 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $81 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $81 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $81 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $81 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $81 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $81 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $79 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $78 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $77 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $77 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $77 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $77 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $76 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $75 |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $70 |
| Societe Generale SA | EUR | EUR | USD | 50000 | (59035) | 3/18/2026 | $69 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $50 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $50 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $50 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $50 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $50 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $50 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $50 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $50 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $50 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $50 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $38 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $36 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $35 |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $35 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $32 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $31 |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $24 |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(2) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(2) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(9) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(23) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(23) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(23) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(23) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(27) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(32) |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $(39) |
| Societe Generale SA | EUR | EUR | USD | 50000 | (59035) | 3/18/2026 | $(40) |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $(53) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(54) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(55) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(57) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(57) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(68) |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $(71) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(94) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(95) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(112) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(114) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(122) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(125) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(125) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(129) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(131) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(134) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(134) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(134) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(134) |
| Societe Generale SA | EUR | USD | EUR | (200000) | 236139 | 3/18/2026 | $(139) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(143) |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $(144) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(152) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(152) |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $(178) |
| Societe Generale SA | EUR | USD | EUR | (300000) | 354208 | 3/18/2026 | $(179) |
| Societe Generale SA | EUR | USD | EUR | (100000) | 118069 | 3/18/2026 | $(187) |
| Societe Generale SA | EUR | USD | EUR | (400000) | 472277 | 3/18/2026 | $(192) |
| Societe Generale SA | EUR | USD | EUR | (200000) | 236139 | 3/18/2026 | $(196) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(210) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(226) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(226) |
| Societe Generale SA | EUR | EUR | USD | 50000 | (59035) | 3/18/2026 | $(236) |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $(243) |
| Societe Generale SA | EUR | USD | EUR | (88848) | 104902 | 3/18/2026 | $(245) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(254) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(254) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(254) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(254) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(254) |
| Societe Generale SA | EUR | EUR | USD | 25000 | (29517) | 3/18/2026 | $(254) |
| Societe Generale SA | EUR | USD | EUR | (117596) | 138845 | 3/18/2026 | $(267) |
| Societe Generale SA | EUR | EUR | USD | 50000 | (59035) | 3/18/2026 | $(269) |
| Societe Generale SA | EUR | EUR | USD | 50000 | (59035) | 3/18/2026 | $(269) |
| Societe Generale SA | EUR | EUR | USD | 50000 | (59035) | 3/18/2026 | $(269) |
| Societe Generale SA | EUR | USD | EUR | (50000) | 59035 | 3/18/2026 | $(276) |
| Societe Generale SA | EUR | USD | EUR | (91895) | 108500 | 3/18/2026 | $(317) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(324) |
| Societe Generale SA | EUR | USD | EUR | (25000) | 29517 | 3/18/2026 | $(337) |
| Societe Generale SA | EUR | USD | EUR | (75000) | 88552 | 3/18/2026 | $(344) |
| Societe Generale SA | EUR | USD | EUR | (75000) | 88552 | 3/18/2026 | $(346) |
| Societe Generale SA | EUR | EUR | USD | 375000 | (442760) | 3/18/2026 | $(347) |
| Societe Generale SA | EUR | EUR | USD | 375000 | (442760) | 3/18/2026 | $(362) |
| Societe Generale SA | EUR | EUR | USD | 50000 | (59035) | 3/18/2026 | $(374) |
| Societe Generale SA | EUR | USD | EUR | (117675) | 138938 | 3/18/2026 | $(383) |
| Societe Generale SA | EUR | USD | EUR | (92047) | 108679 | 3/18/2026 | $(394) |
| Societe Generale SA | EUR | USD | EUR | (92247) | 108915 | 3/18/2026 | $(434) |
| Societe Generale SA | EUR | USD | EUR | (92086) | 108726 | 3/18/2026 | $(441) |
| Societe Generale SA | EUR | EUR | USD | 50000 | (59035) | 3/18/2026 | $(509) |
| Societe Generale SA | EUR | EUR | USD | 50000 | (59035) | 3/18/2026 | $(509) |
| Societe Generale SA | EUR | USD | EUR | (86167) | 101737 | 3/18/2026 | $(583) |
| Societe Generale SA | EUR | USD | EUR | (84347) | 99588 | 3/18/2026 | $(605) |
| Societe Generale SA | EUR | EUR | USD | 100000 | (118069) | 3/18/2026 | $(608) |
| Societe Generale SA | EUR | EUR | USD | 118416 | (139813) | 3/18/2026 | $(626) |
| Societe Generale SA | EUR | USD | EUR | (118192) | 139548 | 3/18/2026 | $(678) |
| Societe Generale SA | EUR | USD | EUR | (93092) | 109913 | 3/18/2026 | $(862) |
| Societe Generale SA | EUR | USD | EUR | (84808) | 100132 | 3/18/2026 | $(1338) |
| Societe Generale SA | EUR | USD | EUR | (117497) | 138728 | 3/18/2026 | $(1530) |
| Societe Generale SA | EUR | USD | EUR | (93403) | 110281 | 3/18/2026 | $(1665) |
| Societe Generale SA | EUR | USD | EUR | (85162) | 100550 | 3/18/2026 | $(1692) |
| Societe Generale SA | EUR | USD | EUR | (850000) | 1003589 | 3/18/2026 | $(1999) |
| Societe Generale SA | EUR | USD | EUR | (450000) | 531312 | 3/18/2026 | $(2188) |
| Societe Generale SA | EUR | USD | EUR | (1550000) | 1830075 | 3/18/2026 | $(6522) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (6528) | 8777 | 6/17/2026 | $15 |
| Citgroup Global Markets Inc | GBP | USD | GBP | (6478) | 8709 | 6/17/2026 | $9 |
| Citgroup Global Markets Inc | GBP | USD | GBP | (6528) | 8777 | 6/17/2026 | $9 |
| Citgroup Global Markets Inc | GBP | USD | GBP | (6528) | 8777 | 6/17/2026 | $8 |
| Citgroup Global Markets Inc | GBP | GBP | USD | 6528 | (8777) | 3/18/2026 | $(8) |
| Citgroup Global Markets Inc | GBP | GBP | USD | 6528 | (8777) | 3/18/2026 | $(8) |
| Citgroup Global Markets Inc | GBP | GBP | USD | 6478 | (8709) | 3/18/2026 | $(9) |
| Citgroup Global Markets Inc | GBP | GBP | USD | 6528 | (8777) | 3/18/2026 | $(14) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (4292) | 5770 | 3/18/2026 | $(77) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (6508) | 8750 | 3/18/2026 | $(79) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (6524) | 8771 | 3/18/2026 | $(84) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (4293) | 5772 | 3/18/2026 | $(92) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (4446) | 5977 | 3/18/2026 | $(103) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (4280) | 5754 | 3/18/2026 | $(117) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (4383) | 5893 | 3/18/2026 | $(119) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (4368) | 5873 | 3/18/2026 | $(122) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (3802) | 5112 | 3/18/2026 | $(135) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (4606) | 6193 | 3/18/2026 | $(153) |
| Citgroup Global Markets Inc | GBP | USD | GBP | (4623) | 6215 | 3/18/2026 | $(169) |
| Deutsche Bank AG | GBP | USD | GBP | (785550) | 1056131 | 3/31/2026 | $11466 |
| Deutsche Bank AG | GBP | USD | GBP | (250000) | 336112 | 3/31/2026 | $2495 |
| Deutsche Bank AG | GBP | USD | GBP | (125000) | 168056 | 3/31/2026 | $2147 |
| Deutsche Bank AG | GBP | USD | GBP | (62500) | 84028 | 3/31/2026 | $1033 |
| Deutsche Bank AG | GBP | USD | GBP | (125000) | 168056 | 3/31/2026 | $828 |
| Deutsche Bank AG | GBP | USD | GBP | (62500) | 84028 | 3/31/2026 | $507 |
| Deutsche Bank AG | GBP | USD | GBP | (87434) | 117550 | 3/31/2026 | $201 |
| Deutsche Bank AG | GBP | USD | GBP | (125000) | 168056 | 3/31/2026 | $53 |
| Deutsche Bank AG | GBP | USD | GBP | 18826 | (25310) | 3/3/2026 | $0 |
| Deutsche Bank AG | GBP | USD | GBP | 93538 | (125757) | 3/3/2026 | $0 |
| Deutsche Bank AG | GBP | USD | GBP | 26330208 | (35399581) | 3/2/2026 | $0 |
| Deutsche Bank AG | GBP | GBP | USD | 87525 | (117673) | 3/31/2026 | $(171) |
| Deutsche Bank AG | GBP | GBP | USD | 62500 | (84028) | 3/31/2026 | $(222) |
| Deutsche Bank AG | GBP | GBP | USD | 125000 | (168056) | 3/31/2026 | $(245) |
| Deutsche Bank AG | GBP | GBP | USD | 62500 | (84028) | 3/31/2026 | $(300) |
| Deutsche Bank AG | GBP | GBP | USD | 87341 | (117426) | 3/31/2026 | $(728) |
| Deutsche Bank AG | GBP | GBP | USD | 500000 | (672224) | 3/31/2026 | $(7123) |
| Deutsche Bank AG | GBP | GBP | USD | 562500 | (756252) | 3/31/2026 | $(8886) |
| JP Morgan Securities LLC | GBP | USD | GBP | (6528) | 8777 | 6/17/2026 | $15 |
| JP Morgan Securities LLC | GBP | USD | GBP | (6478) | 8709 | 6/17/2026 | $9 |
| JP Morgan Securities LLC | GBP | USD | GBP | (6528) | 8777 | 6/17/2026 | $9 |
| JP Morgan Securities LLC | GBP | USD | GBP | (6528) | 8777 | 6/17/2026 | $8 |
| JP Morgan Securities LLC | GBP | GBP | USD | 6528 | (8777) | 3/18/2026 | $(8) |
| JP Morgan Securities LLC | GBP | GBP | USD | 6528 | (8777) | 3/18/2026 | $(8) |
| JP Morgan Securities LLC | GBP | GBP | USD | 6478 | (8709) | 3/18/2026 | $(9) |
| JP Morgan Securities LLC | GBP | GBP | USD | 6528 | (8777) | 3/18/2026 | $(14) |
| JP Morgan Securities LLC | GBP | USD | GBP | (4292) | 5770 | 3/18/2026 | $(77) |
| JP Morgan Securities LLC | GBP | USD | GBP | (6508) | 8750 | 3/18/2026 | $(79) |
| JP Morgan Securities LLC | GBP | USD | GBP | (6524) | 8771 | 3/18/2026 | $(84) |
| JP Morgan Securities LLC | GBP | USD | GBP | (4292) | 5770 | 3/18/2026 | $(92) |
| JP Morgan Securities LLC | GBP | USD | GBP | (4447) | 5979 | 3/18/2026 | $(103) |
| JP Morgan Securities LLC | GBP | USD | GBP | (4280) | 5754 | 3/18/2026 | $(117) |
| JP Morgan Securities LLC | GBP | USD | GBP | (4382) | 5891 | 3/18/2026 | $(119) |
| JP Morgan Securities LLC | GBP | USD | GBP | (4369) | 5874 | 3/18/2026 | $(122) |
| JP Morgan Securities LLC | GBP | USD | GBP | (3802) | 5112 | 3/18/2026 | $(135) |
| JP Morgan Securities LLC | GBP | USD | GBP | (4606) | 6193 | 3/18/2026 | $(153) |
| JP Morgan Securities LLC | GBP | USD | GBP | (4623) | 6215 | 3/18/2026 | $(169) |
| Societe Generale SA | GBP | USD | GBP | (50000) | 67222 | 3/18/2026 | $1133 |
| Societe Generale SA | GBP | USD | GBP | (50000) | 67222 | 3/18/2026 | $922 |
| Societe Generale SA | GBP | USD | GBP | (50000) | 67222 | 3/18/2026 | $839 |
| Societe Generale SA | GBP | USD | GBP | (50000) | 67222 | 3/18/2026 | $649 |
| Societe Generale SA | GBP | USD | GBP | (21812) | 29325 | 3/18/2026 | $391 |
| Societe Generale SA | GBP | USD | GBP | (21813) | 29327 | 3/18/2026 | $389 |
| Societe Generale SA | GBP | USD | GBP | (21818) | 29333 | 3/18/2026 | $383 |
| Societe Generale SA | GBP | USD | GBP | (21818) | 29333 | 3/18/2026 | $383 |
| Societe Generale SA | GBP | USD | GBP | (21793) | 29299 | 3/18/2026 | $359 |
| Societe Generale SA | GBP | USD | GBP | (21793) | 29299 | 3/18/2026 | $359 |
| Societe Generale SA | GBP | USD | GBP | (21801) | 29310 | 3/18/2026 | $330 |
| Societe Generale SA | GBP | USD | GBP | (21802) | 29312 | 3/18/2026 | $328 |
| Societe Generale SA | GBP | USD | GBP | (50000) | 67222 | 3/18/2026 | $314 |
| Societe Generale SA | GBP | USD | GBP | (50000) | 67222 | 3/18/2026 | $267 |
| Societe Generale SA | GBP | USD | GBP | (25000) | 33611 | 3/18/2026 | $123 |
| Societe Generale SA | GBP | USD | GBP | (25000) | 33611 | 3/18/2026 | $123 |
| Societe Generale SA | GBP | USD | GBP | (21860) | 29389 | 3/18/2026 | $36 |
| Societe Generale SA | GBP | USD | GBP | (21860) | 29389 | 3/18/2026 | $36 |
| Societe Generale SA | GBP | USD | GBP | (21865) | 29396 | 3/18/2026 | $23 |
| Societe Generale SA | GBP | USD | GBP | (21865) | 29397 | 3/18/2026 | $22 |
| Societe Generale SA | GBP | USD | GBP | (25000) | 33611 | 3/18/2026 | $14 |
| Societe Generale SA | GBP | USD | GBP | (25000) | 33611 | 3/18/2026 | $13 |
| Societe Generale SA | GBP | USD | GBP | (25000) | 33611 | 3/18/2026 | $(2) |
| Societe Generale SA | GBP | USD | GBP | (25000) | 33611 | 3/18/2026 | $(3) |
| Societe Generale SA | GBP | GBP | USD | 43666 | (58707) | 3/18/2026 | $(61) |
| Societe Generale SA | GBP | USD | GBP | (50000) | 67222 | 3/18/2026 | $(106) |
| Societe Generale SA | GBP | GBP | USD | 21764 | (29260) | 3/18/2026 | $(132) |
| Societe Generale SA | GBP | GBP | USD | 21765 | (29262) | 3/18/2026 | $(132) |
| Societe Generale SA | GBP | GBP | USD | 21575 | (29006) | 3/18/2026 | $(372) |
| Societe Generale SA | GBP | GBP | USD | 21579 | (29012) | 3/18/2026 | $(372) |
| Societe Generale SA | GBP | GBP | USD | 50000 | (67222) | 3/18/2026 | $(643) |
| Societe Generale SA | GBP | GBP | USD | 50000 | (67222) | 3/18/2026 | $(772) |
| Societe Generale SA | GBP | GBP | USD | 64754 | (87058) | 3/18/2026 | $(1116) |
| Societe Generale SA | GBP | GBP | USD | 64755 | (87060) | 3/18/2026 | $(1116) |
| Societe Generale SA | GBP | GBP | USD | 50000 | (67222) | 3/18/2026 | $(1155) |
| Societe Generale SA | GBP | GBP | USD | 175000 | (235278) | 3/18/2026 | $(3991) |
| Societe Generale SA | GBP | GBP | USD | 200000 | (268889) | 3/18/2026 | $(4597) |
| Societe Generale SA | GBP | GBP | USD | 225000 | (302501) | 3/18/2026 | $(5154) |
| Citgroup Global Markets Inc | HUF | HUF | USD | 5000000 | (15666) | 3/18/2026 | $589 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 2737522 | (8577) | 3/18/2026 | $415 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 2736712 | (8575) | 3/18/2026 | $396 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 2741160 | (8589) | 3/18/2026 | $375 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 2741160 | (8589) | 3/18/2026 | $375 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 2742252 | (8592) | 3/18/2026 | $273 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 2399492 | (7518) | 3/18/2026 | $249 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 2693826 | (8441) | 3/18/2026 | $246 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 1995428 | (6252) | 3/18/2026 | $197 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 1702052 | (5333) | 6/17/2026 | $68 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 1702052 | (5333) | 6/17/2026 | $67 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 1702052 | (5333) | 6/17/2026 | $65 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 387478 | (1214) | 3/18/2026 | $62 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 1702052 | (5333) | 6/17/2026 | $59 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 388288 | (1217) | 3/18/2026 | $54 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 398714 | (1249) | 3/18/2026 | $51 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 368966 | (1156) | 3/18/2026 | $50 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 1220254 | (3823) | 6/17/2026 | $43 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 1220254 | (3823) | 6/17/2026 | $42 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 431174 | (1351) | 3/18/2026 | $41 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 382748 | (1199) | 3/18/2026 | $37 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 369154 | (1157) | 3/18/2026 | $37 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 375582 | (1177) | 3/18/2026 | $36 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 349926 | (1096) | 3/18/2026 | $35 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 374142 | (1172) | 3/18/2026 | $34 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 386276 | (1210) | 3/18/2026 | $34 |
| Citgroup Global Markets Inc | HUF | USD | HUF | (1718967) | 5386 | 3/18/2026 | $17 |
| Citgroup Global Markets Inc | HUF | USD | HUF | (1673732) | 5244 | 3/18/2026 | $15 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 345896 | (1084) | 6/17/2026 | $13 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 345896 | (1084) | 6/17/2026 | $11 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 348644 | (1092) | 6/17/2026 | $10 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 282770 | (886) | 6/17/2026 | $10 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 1976378 | (6193) | 6/17/2026 | $9 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 2029792 | (6360) | 6/17/2026 | $7 |
| Citgroup Global Markets Inc | HUF | USD | HUF | (357301) | 1120 | 3/18/2026 | $2 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 421908 | (1322) | 6/17/2026 | $0 |
| Citgroup Global Markets Inc | HUF | USD | HUF | (357301) | 1120 | 3/18/2026 | $0 |
| Citgroup Global Markets Inc | HUF | HUF | USD | 393072 | (1232) | 6/17/2026 | $(2) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (1718967) | 5386 | 3/18/2026 | $(6) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (1673732) | 5244 | 3/18/2026 | $(7) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (345896) | 1084 | 3/18/2026 | $(10) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (425602) | 1334 | 3/18/2026 | $(12) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (345188) | 1082 | 3/18/2026 | $(12) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (345896) | 1084 | 3/18/2026 | $(13) |
| Citgroup Global Markets Inc | HUF | HUF | USD | 1841298 | (5769) | 6/17/2026 | $(16) |
| Citgroup Global Markets Inc | HUF | HUF | USD | 1891062 | (5925) | 6/17/2026 | $(19) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (1489605) | 4667 | 3/18/2026 | $(51) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (1489605) | 4667 | 3/18/2026 | $(51) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (1702052) | 5333 | 3/18/2026 | $(58) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (1702052) | 5333 | 3/18/2026 | $(64) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (1702052) | 5333 | 3/18/2026 | $(66) |
| Citgroup Global Markets Inc | HUF | USD | HUF | (1702052) | 5333 | 3/18/2026 | $(67) |
| Deutsche Bank AG | HUF | HUF | USD | 96441546 | (302179) | 3/31/2026 | $1838 |
| Deutsche Bank AG | HUF | USD | HUF | (75275884) | 235861 | 3/31/2026 | $788 |
| Deutsche Bank AG | HUF | HUF | USD | 32135513 | (100690) | 3/31/2026 | $576 |
| Deutsche Bank AG | HUF | HUF | USD | 76519250 | (239757) | 3/31/2026 | $518 |
| Deutsche Bank AG | HUF | HUF | USD | 32036333 | (100379) | 3/31/2026 | $266 |
| Deutsche Bank AG | HUF | HUF | USD | 37966817 | (118961) | 3/31/2026 | $10 |
| Deutsche Bank AG | HUF | HUF | USD | 31910063 | (99983) | 3/31/2026 | $(130) |
| Deutsche Bank AG | HUF | HUF | USD | 37835052 | (118548) | 3/31/2026 | $(439) |
| JP Morgan Securities LLC | HUF | HUF | USD | 5000000 | (15666) | 3/18/2026 | $589 |
| JP Morgan Securities LLC | HUF | HUF | USD | 2737522 | (8577) | 3/18/2026 | $415 |
| JP Morgan Securities LLC | HUF | HUF | USD | 2736712 | (8575) | 3/18/2026 | $397 |
| JP Morgan Securities LLC | HUF | HUF | USD | 2741160 | (8589) | 3/18/2026 | $375 |
| JP Morgan Securities LLC | HUF | HUF | USD | 2741160 | (8589) | 3/18/2026 | $375 |
| JP Morgan Securities LLC | HUF | HUF | USD | 2742253 | (8592) | 3/18/2026 | $273 |
| JP Morgan Securities LLC | HUF | HUF | USD | 2399492 | (7518) | 3/18/2026 | $249 |
| JP Morgan Securities LLC | HUF | HUF | USD | 2693826 | (8441) | 3/18/2026 | $246 |
| JP Morgan Securities LLC | HUF | HUF | USD | 1995428 | (6252) | 3/18/2026 | $197 |
| JP Morgan Securities LLC | HUF | HUF | USD | 1702052 | (5333) | 6/17/2026 | $68 |
| JP Morgan Securities LLC | HUF | HUF | USD | 1702052 | (5333) | 6/17/2026 | $67 |
| JP Morgan Securities LLC | HUF | HUF | USD | 1702052 | (5333) | 6/17/2026 | $65 |
| JP Morgan Securities LLC | HUF | HUF | USD | 387478 | (1214) | 3/18/2026 | $62 |
| JP Morgan Securities LLC | HUF | HUF | USD | 1758957 | (5511) | 6/17/2026 | $61 |
| JP Morgan Securities LLC | HUF | HUF | USD | 1758956 | (5511) | 6/17/2026 | $60 |
| JP Morgan Securities LLC | HUF | HUF | USD | 1702052 | (5333) | 6/17/2026 | $59 |
| JP Morgan Securities LLC | HUF | HUF | USD | 388288 | (1217) | 3/18/2026 | $54 |
| JP Morgan Securities LLC | HUF | HUF | USD | 398714 | (1249) | 3/18/2026 | $51 |
| JP Morgan Securities LLC | HUF | HUF | USD | 368966 | (1156) | 3/18/2026 | $50 |
| JP Morgan Securities LLC | HUF | HUF | USD | 431174 | (1351) | 3/18/2026 | $41 |
| JP Morgan Securities LLC | HUF | HUF | USD | 382747 | (1199) | 3/18/2026 | $37 |
| JP Morgan Securities LLC | HUF | HUF | USD | 369154 | (1157) | 3/18/2026 | $37 |
| JP Morgan Securities LLC | HUF | HUF | USD | 375582 | (1177) | 3/18/2026 | $36 |
| JP Morgan Securities LLC | HUF | HUF | USD | 349926 | (1096) | 3/18/2026 | $35 |
| JP Morgan Securities LLC | HUF | HUF | USD | 374142 | (1172) | 3/18/2026 | $34 |
| JP Morgan Securities LLC | HUF | HUF | USD | 386276 | (1210) | 3/18/2026 | $34 |
| JP Morgan Securities LLC | HUF | USD | HUF | (1718967) | 5386 | 3/18/2026 | $17 |
| JP Morgan Securities LLC | HUF | HUF | USD | 502560 | (1575) | 6/17/2026 | $15 |
| JP Morgan Securities LLC | HUF | USD | HUF | (1673732) | 5244 | 3/18/2026 | $15 |
| JP Morgan Securities LLC | HUF | HUF | USD | 407605 | (1277) | 6/17/2026 | $14 |
| JP Morgan Securities LLC | HUF | HUF | USD | 345896 | (1084) | 6/17/2026 | $13 |
| JP Morgan Securities LLC | HUF | HUF | USD | 345896 | (1084) | 6/17/2026 | $11 |
| JP Morgan Securities LLC | HUF | HUF | USD | 1371086 | (4296) | 6/17/2026 | $6 |
| JP Morgan Securities LLC | HUF | HUF | USD | 1408142 | (4412) | 6/17/2026 | $5 |
| JP Morgan Securities LLC | HUF | USD | HUF | (357301) | 1120 | 3/18/2026 | $2 |
| JP Morgan Securities LLC | HUF | HUF | USD | 292694 | (917) | 6/17/2026 | $0 |
| JP Morgan Securities LLC | HUF | USD | HUF | (357301) | 1120 | 3/18/2026 | $0 |
| JP Morgan Securities LLC | HUF | HUF | USD | 321530 | (1007) | 6/17/2026 | $(2) |
| JP Morgan Securities LLC | HUF | USD | HUF | (1718967) | 5386 | 3/18/2026 | $(6) |
| JP Morgan Securities LLC | HUF | USD | HUF | (1673732) | 5244 | 3/18/2026 | $(7) |
| JP Morgan Securities LLC | HUF | USD | HUF | (345896) | 1084 | 3/18/2026 | $(10) |
| JP Morgan Securities LLC | HUF | USD | HUF | (345187) | 1082 | 3/18/2026 | $(12) |
| JP Morgan Securities LLC | HUF | USD | HUF | (425602) | 1334 | 3/18/2026 | $(12) |
| JP Morgan Securities LLC | HUF | HUF | USD | 1506166 | (4719) | 6/17/2026 | $(13) |
| JP Morgan Securities LLC | HUF | USD | HUF | (345896) | 1084 | 3/18/2026 | $(13) |
| JP Morgan Securities LLC | HUF | HUF | USD | 1546872 | (4847) | 6/17/2026 | $(15) |
| JP Morgan Securities LLC | HUF | USD | HUF | (1489605) | 4667 | 3/18/2026 | $(51) |
| JP Morgan Securities LLC | HUF | USD | HUF | (1489606) | 4667 | 3/18/2026 | $(51) |
| JP Morgan Securities LLC | HUF | USD | HUF | (1702052) | 5333 | 3/18/2026 | $(58) |
| JP Morgan Securities LLC | HUF | USD | HUF | (1702052) | 5333 | 3/18/2026 | $(64) |
| JP Morgan Securities LLC | HUF | USD | HUF | (1702052) | 5333 | 3/18/2026 | $(66) |
| JP Morgan Securities LLC | HUF | USD | HUF | (1702052) | 5333 | 3/18/2026 | $(67) |
| Societe Generale SA | HUF | HUF | USD | 171349978 | (536888) | 3/18/2026 | $6540 |
| Societe Generale SA | HUF | HUF | USD | 18958237 | (59402) | 3/18/2026 | $207 |
| Societe Generale SA | HUF | USD | HUF | (18951958) | 59382 | 3/18/2026 | $58 |
| Societe Generale SA | HUF | USD | HUF | (9499199) | 29764 | 3/18/2026 | $(265) |
| Societe Generale SA | HUF | USD | HUF | (9499661) | 29765 | 3/18/2026 | $(266) |
| Societe Generale SA | HUF | USD | HUF | (9502430) | 29774 | 3/18/2026 | $(315) |
| Societe Generale SA | HUF | USD | HUF | (9503382) | 29777 | 3/18/2026 | $(318) |
| Societe Generale SA | IDR | USD | IDR | (3334500000) | 198897 | 3/25/2026 | $1471 |
| Societe Generale SA | IDR | IDR | USD | 420874240 | (25104) | 3/25/2026 | $58 |
| Societe Generale SA | IDR | IDR | USD | 420797240 | (25100) | 3/25/2026 | $53 |
| Societe Generale SA | IDR | USD | IDR | (419003260) | 24993 | 3/25/2026 | $53 |
| Societe Generale SA | IDR | USD | IDR | (419089510) | 24998 | 3/25/2026 | $48 |
| Societe Generale SA | IDR | IDR | USD | 420305490 | (25070) | 3/25/2026 | $24 |
| Societe Generale SA | IDR | IDR | USD | 420282990 | (25069) | 3/25/2026 | $23 |
| Societe Generale SA | IDR | IDR | USD | 839025000 | (50046) | 3/25/2026 | $(46) |
| Societe Generale SA | IDR | IDR | USD | 838775980 | (50031) | 3/25/2026 | $(61) |
| Societe Generale SA | IDR | USD | IDR | (840976020) | 50163 | 3/25/2026 | $(70) |
| Societe Generale SA | IDR | IDR | USD | 838575000 | (50019) | 3/25/2026 | $(73) |
| Societe Generale SA | IDR | USD | IDR | (841709020) | 50206 | 3/25/2026 | $(114) |
| Societe Generale SA | IDR | USD | IDR | (422644510) | 25210 | 3/25/2026 | $(163) |
| Societe Generale SA | IDR | USD | IDR | (422656510) | 25211 | 3/25/2026 | $(164) |
| Societe Generale SA | IDR | USD | IDR | (842584020) | 50259 | 3/25/2026 | $(166) |
| Societe Generale SA | IDR | IDR | USD | 836960980 | (49923) | 3/25/2026 | $(169) |
| Societe Generale SA | IDR | IDR | USD | 836400000 | (49890) | 3/25/2026 | $(202) |
| Societe Generale SA | IDR | USD | IDR | (1684487000) | 100476 | 3/31/2026 | $(262) |
| Societe Generale SA | IDR | USD | IDR | (1685960000) | 100564 | 3/31/2026 | $(350) |
| Societe Generale SA | IDR | USD | IDR | (851200000) | 50772 | 3/25/2026 | $(679) |
| Deutsche Bank AG | ILS | ILS | USD | 613554 | (195689) | 3/31/2026 | $(4162) |
| Societe Generale SA | ILS | USD | ILS | (77874) | 24837 | 3/18/2026 | $147 |
| Societe Generale SA | ILS | USD | ILS | (77878) | 24839 | 3/18/2026 | $146 |
| Societe Generale SA | ILS | USD | ILS | (77912) | 24850 | 3/18/2026 | $135 |
| Societe Generale SA | ILS | USD | ILS | (78048) | 24893 | 3/18/2026 | $91 |
| Societe Generale SA | ILS | USD | ILS | (78156) | 24927 | 3/18/2026 | $57 |
| Societe Generale SA | ILS | USD | ILS | (78180) | 24935 | 3/18/2026 | $50 |
| Societe Generale SA | ILS | USD | ILS | (78224) | 24949 | 3/18/2026 | $35 |
| Societe Generale SA | ILS | USD | ILS | (78238) | 24954 | 3/18/2026 | $31 |
| Societe Generale SA | ILS | USD | ILS | (78407) | 25007 | 3/18/2026 | $(23) |
| Societe Generale SA | ILS | USD | ILS | (78441) | 25018 | 3/18/2026 | $(34) |
| Societe Generale SA | ILS | USD | ILS | (78475) | 25029 | 3/18/2026 | $(45) |
| Societe Generale SA | ILS | USD | ILS | (78485) | 25032 | 3/18/2026 | $(48) |
| Societe Generale SA | ILS | ILS | USD | 2008001 | (640439) | 3/18/2026 | $(9162) |
| Citgroup Global Markets Inc | INR | USD | INR | (1266027) | 13916 | 3/18/2026 | $31 |
| Citgroup Global Markets Inc | INR | USD | INR | (1266027) | 13916 | 3/18/2026 | $30 |
| Citgroup Global Markets Inc | INR | USD | INR | (1266028) | 13916 | 3/18/2026 | $18 |
| Citgroup Global Markets Inc | INR | USD | INR | (1266026) | 13916 | 3/18/2026 | $18 |
| Citgroup Global Markets Inc | INR | USD | INR | (1266027) | 13916 | 3/18/2026 | $11 |
| Citgroup Global Markets Inc | INR | USD | INR | (1266027) | 13916 | 3/18/2026 | $10 |
| Citgroup Global Markets Inc | INR | INR | USD | 266027 | (2924) | 3/18/2026 | $(4) |
| Citgroup Global Markets Inc | INR | INR | USD | 1266028 | (13916) | 6/17/2026 | $(10) |
| Citgroup Global Markets Inc | INR | INR | USD | 1266026 | (13916) | 6/17/2026 | $(11) |
| Citgroup Global Markets Inc | INR | INR | USD | 1266028 | (13916) | 6/17/2026 | $(13) |
| Citgroup Global Markets Inc | INR | INR | USD | 1266026 | (13916) | 6/17/2026 | $(15) |
| Citgroup Global Markets Inc | INR | INR | USD | 266028 | (2924) | 3/18/2026 | $(17) |
| Citgroup Global Markets Inc | INR | INR | USD | 266027 | (2924) | 3/18/2026 | $(24) |
| Citgroup Global Markets Inc | INR | INR | USD | 1266028 | (13916) | 6/17/2026 | $(28) |
| Citgroup Global Markets Inc | INR | INR | USD | 1266027 | (13916) | 6/17/2026 | $(28) |
| Citgroup Global Markets Inc | INR | INR | USD | 5000000 | (54959) | 3/18/2026 | $(66) |
| Citgroup Global Markets Inc | INR | INR | USD | 532054 | (5848) | 3/18/2026 | $(72) |
| Citgroup Global Markets Inc | INR | INR | USD | 1250000 | (13740) | 3/18/2026 | $(102) |
| Citgroup Global Markets Inc | INR | INR | USD | 1250000 | (13740) | 3/18/2026 | $(109) |
| Citgroup Global Markets Inc | INR | INR | USD | 1250000 | (13740) | 3/18/2026 | $(110) |
| Citgroup Global Markets Inc | INR | INR | USD | 1250000 | (13740) | 3/18/2026 | $(113) |
| Citgroup Global Markets Inc | INR | INR | USD | 1266027 | (13916) | 3/18/2026 | $(213) |
| Citgroup Global Markets Inc | INR | INR | USD | 1266027 | (13916) | 3/18/2026 | $(297) |
| Citgroup Global Markets Inc | INR | INR | USD | 1266027 | (13916) | 3/18/2026 | $(304) |
| Citgroup Global Markets Inc | INR | USD | INR | (5000000) | 54959 | 3/18/2026 | $(446) |
| Deutsche Bank AG | INR | USD | INR | (36125468) | 397087 | 3/5/2026 | $3149 |
| Deutsche Bank AG | INR | USD | INR | (54425334) | 598237 | 3/11/2026 | $2475 |
| Deutsche Bank AG | INR | USD | INR | (18066694) | 198587 | 3/6/2026 | $1551 |
| Deutsche Bank AG | INR | USD | INR | (36436188) | 400502 | 3/30/2026 | $731 |
| Deutsche Bank AG | INR | USD | INR | (18171658) | 199741 | 3/10/2026 | $477 |
| Deutsche Bank AG | INR | USD | INR | (8024187) | 88201 | 3/12/2026 | $439 |
| Deutsche Bank AG | INR | USD | INR | (18219114) | 200262 | 3/27/2026 | $295 |
| Deutsche Bank AG | INR | USD | INR | (9099000) | 100015 | 3/12/2026 | $114 |
| Deutsche Bank AG | INR | USD | INR | (1040143) | 11433 | 3/12/2026 | $56 |
| Deutsche Bank AG | INR | INR | USD | 69401 | (763) | 3/5/2026 | $(6) |
| Deutsche Bank AG | INR | INR | USD | 698386 | (7677) | 3/5/2026 | $(56) |
| Deutsche Bank AG | INR | INR | USD | 1359884 | (14948) | 3/5/2026 | $(98) |
| Deutsche Bank AG | INR | INR | USD | 9098285 | (100007) | 3/11/2026 | $(112) |
| Deutsche Bank AG | INR | INR | USD | 18200129 | (200054) | 3/10/2026 | $(165) |
| Deutsche Bank AG | INR | INR | USD | 2699112 | (29668) | 3/5/2026 | $(215) |
| Deutsche Bank AG | INR | INR | USD | 4289256 | (47147) | 3/5/2026 | $(250) |
| Deutsche Bank AG | INR | INR | USD | 36394530 | (400044) | 3/11/2026 | $(432) |
| Deutsche Bank AG | INR | INR | USD | 9069000 | (99685) | 3/11/2026 | $(433) |
| Deutsche Bank AG | INR | INR | USD | 18145371 | (199452) | 3/12/2026 | $(805) |
| Deutsche Bank AG | INR | INR | USD | 18104600 | (199004) | 3/6/2026 | $(1134) |
| Deutsche Bank AG | INR | INR | USD | 27041852 | (297241) | 3/5/2026 | $(2168) |
| JP Morgan Securities LLC | INR | USD | INR | (1266027) | 13916 | 3/18/2026 | $31 |
| JP Morgan Securities LLC | INR | USD | INR | (1266027) | 13916 | 3/18/2026 | $30 |
| JP Morgan Securities LLC | INR | USD | INR | (1266027) | 13916 | 3/18/2026 | $18 |
| JP Morgan Securities LLC | INR | USD | INR | (1266027) | 13916 | 3/18/2026 | $18 |
| JP Morgan Securities LLC | INR | USD | INR | (1266026) | 13916 | 3/18/2026 | $11 |
| JP Morgan Securities LLC | INR | USD | INR | (1266028) | 13916 | 3/18/2026 | $10 |
| JP Morgan Securities LLC | INR | INR | USD | 266027 | (2924) | 3/18/2026 | $(4) |
| JP Morgan Securities LLC | INR | INR | USD | 1266028 | (13916) | 6/17/2026 | $(10) |
| JP Morgan Securities LLC | INR | INR | USD | 1266026 | (13916) | 6/17/2026 | $(11) |
| JP Morgan Securities LLC | INR | INR | USD | 1266028 | (13916) | 6/17/2026 | $(13) |
| JP Morgan Securities LLC | INR | INR | USD | 1266026 | (13916) | 6/17/2026 | $(15) |
| JP Morgan Securities LLC | INR | INR | USD | 266028 | (2924) | 3/18/2026 | $(17) |
| JP Morgan Securities LLC | INR | INR | USD | 266027 | (2924) | 3/18/2026 | $(24) |
| JP Morgan Securities LLC | INR | INR | USD | 1266026 | (13916) | 6/17/2026 | $(28) |
| JP Morgan Securities LLC | INR | INR | USD | 1266027 | (13916) | 6/17/2026 | $(28) |
| JP Morgan Securities LLC | INR | INR | USD | 5000000 | (54959) | 3/18/2026 | $(66) |
| JP Morgan Securities LLC | INR | INR | USD | 532054 | (5848) | 3/18/2026 | $(72) |
| JP Morgan Securities LLC | INR | INR | USD | 1250000 | (13740) | 3/18/2026 | $(102) |
| JP Morgan Securities LLC | INR | INR | USD | 1250000 | (13740) | 3/18/2026 | $(109) |
| JP Morgan Securities LLC | INR | INR | USD | 1250000 | (13740) | 3/18/2026 | $(110) |
| JP Morgan Securities LLC | INR | INR | USD | 1250000 | (13740) | 3/18/2026 | $(113) |
| JP Morgan Securities LLC | INR | INR | USD | 1266027 | (13916) | 3/18/2026 | $(213) |
| JP Morgan Securities LLC | INR | INR | USD | 1266027 | (13916) | 3/18/2026 | $(297) |
| JP Morgan Securities LLC | INR | INR | USD | 1266027 | (13916) | 3/18/2026 | $(304) |
| JP Morgan Securities LLC | INR | USD | INR | (5000000) | 54959 | 3/18/2026 | $(446) |
| Societe Generale SA | INR | USD | INR | (45289550) | 497817 | 3/18/2026 | $3122 |
| Societe Generale SA | INR | USD | INR | (9078150) | 99786 | 3/30/2026 | $521 |
| Societe Generale SA | INR | USD | INR | (9087510) | 99889 | 3/30/2026 | $419 |
| Societe Generale SA | INR | USD | INR | (9089820) | 99914 | 3/30/2026 | $393 |
| Societe Generale SA | INR | USD | INR | (9092910) | 99948 | 3/30/2026 | $360 |
| Societe Generale SA | INR | USD | INR | (4530206) | 49795 | 3/18/2026 | $298 |
| Societe Generale SA | INR | INR | USD | 2300342 | (25285) | 3/18/2026 | $237 |
| Societe Generale SA | INR | INR | USD | 2299804 | (25279) | 3/18/2026 | $232 |
| Societe Generale SA | INR | USD | INR | (9112530) | 100164 | 3/30/2026 | $145 |
| Societe Generale SA | INR | USD | INR | (2272013) | 24974 | 3/18/2026 | $73 |
| Societe Generale SA | INR | USD | INR | (2273241) | 24987 | 3/18/2026 | $60 |
| Societe Generale SA | INR | USD | INR | (2273736) | 24993 | 3/18/2026 | $55 |
| Societe Generale SA | INR | USD | INR | (2273786) | 24993 | 3/18/2026 | $54 |
| Societe Generale SA | INR | INR | USD | 2277689 | (25036) | 3/18/2026 | $(11) |
| Societe Generale SA | INR | INR | USD | 2276914 | (25028) | 3/18/2026 | $(20) |
| Societe Generale SA | INR | USD | INR | (2284631) | 25112 | 3/18/2026 | $(65) |
| Societe Generale SA | INR | USD | INR | (2285026) | 25117 | 3/18/2026 | $(69) |
| Societe Generale SA | INR | INR | USD | 2268042 | (24930) | 3/18/2026 | $(117) |
| Societe Generale SA | INR | INR | USD | 2268055 | (24930) | 3/18/2026 | $(117) |
| Societe Generale SA | INR | INR | USD | 2267939 | (24929) | 3/18/2026 | $(118) |
| Societe Generale SA | INR | INR | USD | 2267889 | (24928) | 3/18/2026 | $(119) |
| Societe Generale SA | INR | INR | USD | 2267139 | (24920) | 3/18/2026 | $(127) |
| Societe Generale SA | INR | INR | USD | 2266784 | (24916) | 3/18/2026 | $(131) |
| Societe Generale SA | INR | USD | INR | (4570501) | 50238 | 3/18/2026 | $(144) |
| Societe Generale SA | INR | INR | USD | 2262714 | (24871) | 3/18/2026 | $(175) |
| Societe Generale SA | INR | INR | USD | 2262309 | (24867) | 3/18/2026 | $(180) |
| Societe Generale SA | INR | INR | USD | 2261337 | (24856) | 3/18/2026 | $(191) |
| Societe Generale SA | INR | INR | USD | 2261167 | (24854) | 3/18/2026 | $(192) |
| Societe Generale SA | INR | INR | USD | 2260594 | (24848) | 3/18/2026 | $(199) |
| Societe Generale SA | INR | INR | USD | 2260072 | (24842) | 3/18/2026 | $(204) |
| Societe Generale SA | INR | INR | USD | 2259989 | (24842) | 3/18/2026 | $(205) |
| Societe Generale SA | INR | INR | USD | 2259714 | (24839) | 3/18/2026 | $(208) |
| Societe Generale SA | INR | INR | USD | 2259327 | (24834) | 3/18/2026 | $(213) |
| Societe Generale SA | INR | USD | INR | (2298766) | 25268 | 3/18/2026 | $(220) |
| Societe Generale SA | INR | USD | INR | (2299186) | 25272 | 3/18/2026 | $(225) |
| Societe Generale SA | INR | INR | USD | 2257759 | (24817) | 3/18/2026 | $(230) |
| Deutsche Bank AG | JPY | USD | JPY | (199486859) | 1277738 | 3/31/2026 | $27521 |
| Deutsche Bank AG | JPY | USD | JPY | (103891565) | 665438 | 3/31/2026 | $14126 |
| Deutsche Bank AG | JPY | USD | JPY | (65065596) | 416753 | 3/31/2026 | $7530 |
| Deutsche Bank AG | JPY | USD | JPY | (49669375) | 318139 | 3/31/2026 | $7470 |
| Deutsche Bank AG | JPY | USD | JPY | (50000000) | 320256 | 3/31/2026 | $7157 |
| Deutsche Bank AG | JPY | USD | JPY | (44983660) | 288126 | 3/31/2026 | $5548 |
| Deutsche Bank AG | JPY | USD | JPY | (36999736) | 236988 | 3/31/2026 | $4064 |
| Deutsche Bank AG | JPY | USD | JPY | (55176576) | 353413 | 3/31/2026 | $561 |
| Deutsche Bank AG | JPY | USD | JPY | (26261441) | 168208 | 3/31/2026 | $143 |
| Deutsche Bank AG | JPY | USD | JPY | (18233627) | 116789 | 3/2/2026 | $0 |
| Deutsche Bank AG | JPY | USD | JPY | (26067436) | 166965 | 3/2/2026 | $0 |
| Deutsche Bank AG | JPY | JPY | USD | 26330208 | (168648) | 3/2/2026 | $0 |
| Deutsche Bank AG | JPY | JPY | USD | 18330834 | (117411) | 3/2/2026 | $0 |
| Deutsche Bank AG | JPY | USD | JPY | (133250) | 853 | 3/2/2026 | $0 |
| Deutsche Bank AG | JPY | USD | JPY | (18388961) | 117784 | 3/31/2026 | $(100) |
| Deutsche Bank AG | JPY | JPY | USD | 21829824 | (139823) | 3/31/2026 | $(1045) |
| Deutsche Bank AG | JPY | JPY | USD | 25868373 | (165690) | 3/31/2026 | $(3250) |
| Deutsche Bank AG | JPY | JPY | USD | 54497937 | (349066) | 3/31/2026 | $(8108) |
| Societe Generale SA | JPY | USD | JPY | (18345346) | 117504 | 3/18/2026 | $1293 |
| Societe Generale SA | JPY | USD | JPY | (38836400) | 248752 | 3/18/2026 | $979 |
| Societe Generale SA | JPY | USD | JPY | (38852875) | 248857 | 3/18/2026 | $874 |
| Societe Generale SA | JPY | USD | JPY | (31080480) | 199074 | 3/18/2026 | $711 |
| Societe Generale SA | JPY | USD | JPY | (7700175) | 49321 | 3/18/2026 | $626 |
| Societe Generale SA | JPY | USD | JPY | (23304840) | 149270 | 3/18/2026 | $568 |
| Societe Generale SA | JPY | USD | JPY | (9112525) | 58367 | 3/18/2026 | $508 |
| Societe Generale SA | JPY | USD | JPY | (3847575) | 24644 | 3/18/2026 | $329 |
| Societe Generale SA | JPY | USD | JPY | (3848385) | 24649 | 3/18/2026 | $324 |
| Societe Generale SA | JPY | USD | JPY | (9179320) | 58795 | 3/18/2026 | $231 |
| Societe Generale SA | JPY | USD | JPY | (3869040) | 24782 | 3/18/2026 | $192 |
| Societe Generale SA | JPY | USD | JPY | (3869325) | 24784 | 3/18/2026 | $190 |
| Societe Generale SA | JPY | USD | JPY | (4624163) | 29618 | 3/18/2026 | $183 |
| Societe Generale SA | JPY | USD | JPY | (4617725) | 29577 | 3/18/2026 | $180 |
| Societe Generale SA | JPY | USD | JPY | (4617750) | 29577 | 3/18/2026 | $180 |
| Societe Generale SA | JPY | USD | JPY | (4626990) | 29636 | 3/18/2026 | $165 |
| Societe Generale SA | JPY | USD | JPY | (4634340) | 29684 | 3/18/2026 | $118 |
| Societe Generale SA | JPY | USD | JPY | (4634619) | 29685 | 3/18/2026 | $116 |
| Societe Generale SA | JPY | USD | JPY | (7783394) | 49854 | 3/18/2026 | $93 |
| Societe Generale SA | JPY | USD | JPY | (9213648) | 59015 | 3/18/2026 | $80 |
| Societe Generale SA | JPY | USD | JPY | (4612070) | 29541 | 3/18/2026 | $29 |
| Societe Generale SA | JPY | USD | JPY | (4612636) | 29545 | 3/18/2026 | $25 |
| Societe Generale SA | JPY | USD | JPY | (4604740) | 29494 | 3/18/2026 | $3 |
| Societe Generale SA | JPY | USD | JPY | (4605540) | 29499 | 3/18/2026 | $(2) |
| Societe Generale SA | JPY | USD | JPY | (4606090) | 29503 | 3/18/2026 | $(6) |
| Societe Generale SA | JPY | USD | JPY | (4606268) | 29504 | 3/18/2026 | $(7) |
| Societe Generale SA | JPY | USD | JPY | (3903768) | 25004 | 3/18/2026 | $(31) |
| Societe Generale SA | JPY | USD | JPY | (3903830) | 25005 | 3/18/2026 | $(32) |
| Societe Generale SA | JPY | USD | JPY | (7803875) | 49985 | 3/18/2026 | $(39) |
| Societe Generale SA | JPY | USD | JPY | (4624025) | 29617 | 3/18/2026 | $(48) |
| Societe Generale SA | JPY | USD | JPY | (4624398) | 29620 | 3/18/2026 | $(50) |
| Societe Generale SA | JPY | USD | JPY | (7806080) | 49999 | 3/18/2026 | $(53) |
| Societe Generale SA | JPY | USD | JPY | (3912480) | 25060 | 3/18/2026 | $(87) |
| Societe Generale SA | JPY | USD | JPY | (3913003) | 25063 | 3/18/2026 | $(90) |
| Societe Generale SA | JPY | USD | JPY | (4617640) | 29577 | 3/18/2026 | $(107) |
| Societe Generale SA | JPY | USD | JPY | (4617843) | 29578 | 3/18/2026 | $(108) |
| Societe Generale SA | JPY | USD | JPY | (4622483) | 29608 | 3/18/2026 | $(138) |
| Societe Generale SA | JPY | USD | JPY | (4623355) | 29613 | 3/18/2026 | $(143) |
| Societe Generale SA | JPY | USD | JPY | (7824325) | 50116 | 3/18/2026 | $(170) |
| Societe Generale SA | JPY | JPY | USD | 4570074 | (29272) | 3/18/2026 | $(218) |
| Societe Generale SA | JPY | JPY | USD | 4570174 | (29273) | 3/18/2026 | $(218) |
| Societe Generale SA | JPY | JPY | USD | 4556901 | (29188) | 3/18/2026 | $(218) |
| Societe Generale SA | JPY | JPY | USD | 4558754 | (29199) | 3/18/2026 | $(218) |
| Societe Generale SA | JPY | JPY | USD | 4534000 | (29041) | 3/18/2026 | $(281) |
| Societe Generale SA | JPY | JPY | USD | 4534019 | (29041) | 3/18/2026 | $(281) |
| Societe Generale SA | JPY | JPY | USD | 7740160 | (49577) | 3/18/2026 | $(370) |
| Societe Generale SA | JPY | JPY | USD | 3824755 | (24498) | 3/18/2026 | $(475) |
| Societe Generale SA | JPY | JPY | USD | 3824657 | (24497) | 3/18/2026 | $(476) |
| Societe Generale SA | JPY | JPY | USD | 3823823 | (24492) | 3/18/2026 | $(481) |
| Societe Generale SA | JPY | JPY | USD | 3823973 | (24493) | 3/18/2026 | $(481) |
| Societe Generale SA | JPY | JPY | USD | 3817758 | (24453) | 3/18/2026 | $(520) |
| Societe Generale SA | JPY | JPY | USD | 3817760 | (24453) | 3/18/2026 | $(520) |
| Societe Generale SA | JPY | JPY | USD | 3814183 | (24430) | 3/18/2026 | $(543) |
| Societe Generale SA | JPY | JPY | USD | 3814033 | (24429) | 3/18/2026 | $(544) |
| Societe Generale SA | JPY | JPY | USD | 9110435 | (58353) | 3/18/2026 | $(564) |
| Societe Generale SA | JPY | JPY | USD | 4524142 | (28978) | 3/18/2026 | $(568) |
| Societe Generale SA | JPY | JPY | USD | 4524153 | (28978) | 3/18/2026 | $(568) |
| Societe Generale SA | JPY | JPY | USD | 4568020 | (29259) | 3/18/2026 | $(602) |
| Societe Generale SA | JPY | JPY | USD | 4568043 | (29259) | 3/18/2026 | $(602) |
| Societe Generale SA | JPY | JPY | USD | 4530231 | (29017) | 3/18/2026 | $(674) |
| Societe Generale SA | JPY | JPY | USD | 4531596 | (29025) | 3/18/2026 | $(674) |
| Societe Generale SA | JPY | JPY | USD | 4531703 | (29026) | 3/18/2026 | $(674) |
| Societe Generale SA | JPY | JPY | USD | 4531903 | (29027) | 3/18/2026 | $(674) |
| Societe Generale SA | JPY | JPY | USD | 4527675 | (29000) | 3/18/2026 | $(674) |
| Societe Generale SA | JPY | JPY | USD | 4528338 | (29005) | 3/18/2026 | $(674) |
| Societe Generale SA | JPY | JPY | USD | 4546822 | (29123) | 3/18/2026 | $(676) |
| Societe Generale SA | JPY | JPY | USD | 4546900 | (29123) | 3/18/2026 | $(676) |
| Societe Generale SA | JPY | JPY | USD | 4542310 | (29094) | 3/18/2026 | $(676) |
| Societe Generale SA | JPY | JPY | USD | 4542584 | (29096) | 3/18/2026 | $(676) |
| Societe Generale SA | JPY | JPY | USD | 4540748 | (29084) | 3/18/2026 | $(676) |
| Societe Generale SA | JPY | JPY | USD | 4541427 | (29088) | 3/18/2026 | $(676) |
| Societe Generale SA | JPY | JPY | USD | 4536857 | (29059) | 3/18/2026 | $(691) |
| Societe Generale SA | JPY | JPY | USD | 4538686 | (29071) | 3/18/2026 | $(691) |
| Societe Generale SA | JPY | JPY | USD | 4541696 | (29090) | 3/18/2026 | $(692) |
| Societe Generale SA | JPY | JPY | USD | 4541872 | (29091) | 3/18/2026 | $(692) |
| Societe Generale SA | JPY | JPY | USD | 4556180 | (29183) | 3/18/2026 | $(694) |
| Societe Generale SA | JPY | JPY | USD | 4557360 | (29190) | 3/18/2026 | $(694) |
| Societe Generale SA | JPY | JPY | USD | 7653635 | (49022) | 3/18/2026 | $(925) |
| Societe Generale SA | JPY | JPY | USD | 7643331 | (48956) | 3/18/2026 | $(991) |
| Societe Generale SA | JPY | JPY | USD | 7621595 | (48817) | 3/18/2026 | $(1130) |
| Societe Generale SA | JPY | USD | JPY | (83170139) | 532715 | 3/18/2026 | $(1163) |
| Societe Generale SA | JPY | USD | JPY | (83198268) | 532895 | 3/18/2026 | $(1343) |
| Societe Generale SA | JPY | USD | JPY | (92453515) | 592176 | 3/18/2026 | $(1563) |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $100 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $99 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $97 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $96 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $91 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $91 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $90 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $89 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $84 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500376 | (5214) | 3/18/2026 | $84 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $84 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500376 | (5214) | 3/18/2026 | $79 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $77 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $76 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $73 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7499248 | (5213) | 3/18/2026 | $72 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $63 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 5000250 | (3476) | 3/18/2026 | $57 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 5000250 | (3476) | 3/18/2026 | $55 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 4999500 | (3475) | 3/18/2026 | $51 |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $49 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $44 |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $40 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6250000 | (4345) | 6/17/2026 | $33 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6250000 | (4345) | 6/17/2026 | $32 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6250000 | (4345) | 6/17/2026 | $27 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6250000 | (4345) | 6/17/2026 | $25 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 8346772 | (5802) | 6/17/2026 | $25 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 8346772 | (5802) | 6/17/2026 | $23 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 8345519 | (5802) | 6/17/2026 | $20 |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $20 |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6250001) | 4345 | 3/18/2026 | $17 |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6249999) | 4345 | 3/18/2026 | $14 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6093750 | (4236) | 6/17/2026 | $13 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6562500 | (4562) | 6/17/2026 | $10 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6093749 | (4236) | 6/17/2026 | $8 |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $3 |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6250000 | (4345) | 6/17/2026 | $0 |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $(1) |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6245118 | (4341) | 6/17/2026 | $(3) |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6093749) | 4236 | 3/18/2026 | $(8) |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6562500) | 4562 | 3/18/2026 | $(10) |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6093750) | 4236 | 3/18/2026 | $(13) |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6243489 | (4340) | 6/17/2026 | $(14) |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6243489 | (4340) | 6/17/2026 | $(17) |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6245117 | (4341) | 6/17/2026 | $(20) |
| Citgroup Global Markets Inc | KRW | USD | KRW | (8332500) | 5792 | 3/18/2026 | $(21) |
| Citgroup Global Markets Inc | KRW | USD | KRW | (8333750) | 5793 | 3/18/2026 | $(23) |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $(25) |
| Citgroup Global Markets Inc | KRW | USD | KRW | (8333750) | 5793 | 3/18/2026 | $(25) |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $(27) |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $(32) |
| Citgroup Global Markets Inc | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $(33) |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6233724 | (4333) | 6/17/2026 | $(41) |
| Citgroup Global Markets Inc | KRW | KRW | USD | 6233724 | (4333) | 6/17/2026 | $(49) |
| Deutsche Bank AG | KRW | KRW | USD | 580068101 | (403245) | 3/4/2026 | $2686 |
| Deutsche Bank AG | KRW | KRW | USD | 146350363 | (101738) | 3/11/2026 | $1623 |
| Deutsche Bank AG | KRW | USD | KRW | (142071000) | 98763 | 4/3/2026 | $1265 |
| Deutsche Bank AG | KRW | KRW | USD | 145717763 | (101298) | 3/12/2026 | $1188 |
| Deutsche Bank AG | KRW | KRW | USD | 2335591 | (1624) | 3/4/2026 | $(6) |
| Deutsche Bank AG | KRW | USD | KRW | (45574736) | 31682 | 3/4/2026 | $(364) |
| Deutsche Bank AG | KRW | USD | KRW | (100219690) | 69670 | 3/4/2026 | $(847) |
| Deutsche Bank AG | KRW | KRW | USD | 142176363 | (98837) | 3/9/2026 | $(1282) |
| Deutsche Bank AG | KRW | USD | KRW | (146408952) | 101779 | 3/9/2026 | $(1657) |
| Deutsche Bank AG | KRW | USD | KRW | (579680656) | 402976 | 3/23/2026 | $(2700) |
| Deutsche Bank AG | KRW | USD | KRW | (436609266) | 303517 | 3/4/2026 | $(3096) |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $100 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $99 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $97 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $96 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $91 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $91 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $90 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $89 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $84 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500376 | (5214) | 3/18/2026 | $84 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $84 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500376 | (5214) | 3/18/2026 | $79 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $77 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $76 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $73 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7499248 | (5213) | 3/18/2026 | $72 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $63 |
| JP Morgan Securities LLC | KRW | KRW | USD | 5000250 | (3476) | 3/18/2026 | $57 |
| JP Morgan Securities LLC | KRW | KRW | USD | 5000250 | (3476) | 3/18/2026 | $55 |
| JP Morgan Securities LLC | KRW | KRW | USD | 4999500 | (3475) | 3/18/2026 | $51 |
| JP Morgan Securities LLC | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $49 |
| JP Morgan Securities LLC | KRW | KRW | USD | 7500000 | (5214) | 3/18/2026 | $44 |
| JP Morgan Securities LLC | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $40 |
| JP Morgan Securities LLC | KRW | KRW | USD | 6250000 | (4345) | 6/17/2026 | $33 |
| JP Morgan Securities LLC | KRW | KRW | USD | 6250000 | (4345) | 6/17/2026 | $32 |
| JP Morgan Securities LLC | KRW | KRW | USD | 6250000 | (4345) | 6/17/2026 | $27 |
| JP Morgan Securities LLC | KRW | KRW | USD | 6250000 | (4345) | 6/17/2026 | $25 |
| JP Morgan Securities LLC | KRW | KRW | USD | 8320728 | (5784) | 6/17/2026 | $25 |
| JP Morgan Securities LLC | KRW | KRW | USD | 8320728 | (5784) | 6/17/2026 | $23 |
| JP Morgan Securities LLC | KRW | KRW | USD | 8319481 | (5783) | 6/17/2026 | $20 |
| JP Morgan Securities LLC | KRW | USD | KRW | (6249999) | 4345 | 3/18/2026 | $20 |
| JP Morgan Securities LLC | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $17 |
| JP Morgan Securities LLC | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $14 |
| JP Morgan Securities LLC | KRW | KRW | USD | 6093750 | (4236) | 6/17/2026 | $13 |
| JP Morgan Securities LLC | KRW | KRW | USD | 6562500 | (4562) | 6/17/2026 | $10 |
| JP Morgan Securities LLC | KRW | KRW | USD | 6093749 | (4236) | 6/17/2026 | $8 |
| JP Morgan Securities LLC | KRW | USD | KRW | (6250001) | 4345 | 3/18/2026 | $3 |
| JP Morgan Securities LLC | KRW | KRW | USD | 6250000 | (4345) | 6/17/2026 | $0 |
| JP Morgan Securities LLC | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $(1) |
| JP Morgan Securities LLC | KRW | KRW | USD | 6254883 | (4348) | 6/17/2026 | $(3) |
| JP Morgan Securities LLC | KRW | USD | KRW | (6093749) | 4236 | 3/18/2026 | $(8) |
| JP Morgan Securities LLC | KRW | USD | KRW | (6562500) | 4562 | 3/18/2026 | $(10) |
| JP Morgan Securities LLC | KRW | USD | KRW | (6093750) | 4236 | 3/18/2026 | $(13) |
| JP Morgan Securities LLC | KRW | KRW | USD | 6256510 | (4349) | 6/17/2026 | $(14) |
| JP Morgan Securities LLC | KRW | KRW | USD | 6256512 | (4349) | 6/17/2026 | $(17) |
| JP Morgan Securities LLC | KRW | KRW | USD | 6254882 | (4348) | 6/17/2026 | $(20) |
| JP Morgan Securities LLC | KRW | USD | KRW | (8332500) | 5792 | 3/18/2026 | $(21) |
| JP Morgan Securities LLC | KRW | USD | KRW | (8333750) | 5793 | 3/18/2026 | $(23) |
| JP Morgan Securities LLC | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $(25) |
| JP Morgan Securities LLC | KRW | USD | KRW | (8333750) | 5793 | 3/18/2026 | $(25) |
| JP Morgan Securities LLC | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $(27) |
| JP Morgan Securities LLC | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $(32) |
| JP Morgan Securities LLC | KRW | USD | KRW | (6250000) | 4345 | 3/18/2026 | $(33) |
| JP Morgan Securities LLC | KRW | KRW | USD | 6266276 | (4356) | 6/17/2026 | $(41) |
| JP Morgan Securities LLC | KRW | KRW | USD | 6266276 | (4356) | 6/17/2026 | $(49) |
| Societe Generale SA | KRW | KRW | USD | 72461670 | (50373) | 3/18/2026 | $329 |
| Societe Generale SA | KRW | KRW | USD | 36413750 | (25314) | 3/18/2026 | $292 |
| Societe Generale SA | KRW | KRW | USD | 36413500 | (25314) | 3/18/2026 | $291 |
| Societe Generale SA | KRW | KRW | USD | 72246500 | (50223) | 3/18/2026 | $180 |
| Societe Generale SA | KRW | KRW | USD | 36250250 | (25200) | 3/18/2026 | $178 |
| Societe Generale SA | KRW | KRW | USD | 36237250 | (25191) | 3/18/2026 | $169 |
| Societe Generale SA | KRW | KRW | USD | 36228250 | (25185) | 3/18/2026 | $163 |
| Societe Generale SA | KRW | KRW | USD | 36226250 | (25183) | 3/18/2026 | $161 |
| Societe Generale SA | KRW | KRW | USD | 72218500 | (50204) | 3/18/2026 | $160 |
| Societe Generale SA | KRW | KRW | USD | 36208000 | (25171) | 3/18/2026 | $149 |
| Societe Generale SA | KRW | KRW | USD | 36150750 | (25131) | 3/18/2026 | $109 |
| Societe Generale SA | KRW | KRW | USD | 36136000 | (25121) | 3/18/2026 | $99 |
| Societe Generale SA | KRW | KRW | USD | 36135250 | (25120) | 3/18/2026 | $98 |
| Societe Generale SA | KRW | KRW | USD | 36133500 | (25119) | 3/18/2026 | $97 |
| Societe Generale SA | KRW | KRW | USD | 36134000 | (25119) | 3/18/2026 | $97 |
| Societe Generale SA | KRW | KRW | USD | 72122670 | (50137) | 3/18/2026 | $94 |
| Societe Generale SA | KRW | KRW | USD | 36056700 | (25065) | 3/18/2026 | $44 |
| Societe Generale SA | KRW | KRW | USD | 36043500 | (25056) | 3/18/2026 | $34 |
| Societe Generale SA | KRW | KRW | USD | 36040000 | (25054) | 3/18/2026 | $32 |
| Societe Generale SA | KRW | KRW | USD | 36039250 | (25053) | 3/18/2026 | $31 |
| Societe Generale SA | KRW | KRW | USD | 36019750 | (25040) | 3/18/2026 | $18 |
| Societe Generale SA | KRW | KRW | USD | 36017350 | (25038) | 3/18/2026 | $16 |
| Societe Generale SA | KRW | USD | KRW | (71982500) | 50040 | 3/18/2026 | $3 |
| Societe Generale SA | KRW | KRW | USD | 71990760 | (50046) | 3/18/2026 | $2 |
| Societe Generale SA | KRW | KRW | USD | 35974250 | (25008) | 3/18/2026 | $(14) |
| Societe Generale SA | KRW | KRW | USD | 35964500 | (25001) | 3/18/2026 | $(20) |
| Societe Generale SA | KRW | KRW | USD | 143865000 | (100010) | 3/31/2026 | $(29) |
| Societe Generale SA | KRW | KRW | USD | 35914830 | (24967) | 3/18/2026 | $(55) |
| Societe Generale SA | KRW | KRW | USD | 35913500 | (24966) | 3/18/2026 | $(56) |
| Societe Generale SA | KRW | KRW | USD | 35825000 | (24904) | 3/18/2026 | $(117) |
| Societe Generale SA | KRW | KRW | USD | 35817750 | (24899) | 3/18/2026 | $(122) |
| Societe Generale SA | KRW | KRW | USD | 35737480 | (24844) | 3/18/2026 | $(178) |
| Societe Generale SA | KRW | KRW | USD | 35734000 | (24841) | 3/18/2026 | $(181) |
| Societe Generale SA | KRW | KRW | USD | 35726500 | (24836) | 3/18/2026 | $(186) |
| Societe Generale SA | KRW | USD | KRW | (72258510) | 50232 | 3/18/2026 | $(188) |
| Societe Generale SA | KRW | KRW | USD | 35719750 | (24831) | 3/18/2026 | $(190) |
| Societe Generale SA | KRW | USD | KRW | (72295010) | 50257 | 3/18/2026 | $(214) |
| Societe Generale SA | KRW | USD | KRW | (36364000) | 25279 | 3/18/2026 | $(257) |
| Societe Generale SA | KRW | USD | KRW | (36364250) | 25279 | 3/18/2026 | $(257) |
| Societe Generale SA | KRW | KRW | USD | 71598010 | (49773) | 3/18/2026 | $(271) |
| Societe Generale SA | KRW | KRW | USD | 35600750 | (24749) | 3/18/2026 | $(273) |
| Societe Generale SA | KRW | KRW | USD | 35587500 | (24739) | 3/18/2026 | $(282) |
| Societe Generale SA | KRW | KRW | USD | 35546750 | (24711) | 3/18/2026 | $(311) |
| Societe Generale SA | KRW | KRW | USD | 35545000 | (24710) | 3/18/2026 | $(312) |
| Societe Generale SA | KRW | USD | KRW | (36553000) | 25410 | 3/18/2026 | $(389) |
| Societe Generale SA | KRW | KRW | USD | 71426800 | (49654) | 3/18/2026 | $(390) |
| Societe Generale SA | KRW | USD | KRW | (36555750) | 25412 | 3/18/2026 | $(390) |
| Societe Generale SA | KRW | USD | KRW | (36633250) | 25466 | 3/18/2026 | $(444) |
| Societe Generale SA | KRW | USD | KRW | (36634000) | 25467 | 3/18/2026 | $(445) |
| Societe Generale SA | KRW | KRW | USD | 71345060 | (49597) | 3/18/2026 | $(447) |
| Societe Generale SA | KRW | USD | KRW | (144561000) | 100494 | 3/31/2026 | $(455) |
| Societe Generale SA | KRW | USD | KRW | (144570300) | 100501 | 3/31/2026 | $(462) |
| Societe Generale SA | KRW | USD | KRW | (36875730) | 25635 | 3/18/2026 | $(613) |
| Societe Generale SA | KRW | USD | KRW | (36875780) | 25635 | 3/18/2026 | $(613) |
| Societe Generale SA | KRW | USD | KRW | (36985500) | 25711 | 3/18/2026 | $(689) |
| Societe Generale SA | KRW | USD | KRW | (36986750) | 25712 | 3/18/2026 | $(690) |
| Societe Generale SA | KRW | USD | KRW | (145057100) | 100839 | 3/31/2026 | $(800) |
| Societe Generale SA | KRW | USD | KRW | (73166000) | 50863 | 3/18/2026 | $(819) |
| Societe Generale SA | KRW | USD | KRW | (73265100) | 50932 | 3/18/2026 | $(888) |
| Societe Generale SA | KRW | USD | KRW | (73506000) | 51099 | 3/18/2026 | $(1055) |
| Societe Generale SA | KRW | USD | KRW | (73668000) | 51212 | 3/18/2026 | $(1167) |
| Societe Generale SA | KRW | USD | KRW | (73757750) | 51274 | 3/18/2026 | $(1230) |
| Societe Generale SA | KRW | USD | KRW | (73764000) | 51278 | 3/18/2026 | $(1234) |
| Societe Generale SA | KRW | USD | KRW | (1022742010) | 710978 | 3/18/2026 | $(10363) |
| Citgroup Global Markets Inc | MXN | MXN | USD | 1125000 | (65384) | 3/18/2026 | $4377 |
| Citgroup Global Markets Inc | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2462 |
| Citgroup Global Markets Inc | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2295 |
| Citgroup Global Markets Inc | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2272 |
| Citgroup Global Markets Inc | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2199 |
| Citgroup Global Markets Inc | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2163 |
| Citgroup Global Markets Inc | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2087 |
| Citgroup Global Markets Inc | MXN | USD | MXN | (1125000) | 65384 | 3/18/2026 | $29 |
| Citgroup Global Markets Inc | MXN | USD | MXN | (281264) | 16347 | 3/18/2026 | $26 |
| Citgroup Global Markets Inc | MXN | USD | MXN | (281222) | 16344 | 3/18/2026 | $12 |
| Citgroup Global Markets Inc | MXN | MXN | USD | 281264 | (16347) | 6/17/2026 | $5 |
| Citgroup Global Markets Inc | MXN | MXN | USD | 281250 | (16346) | 6/17/2026 | $(1) |
| Citgroup Global Markets Inc | MXN | USD | MXN | (281250) | 16346 | 3/18/2026 | $(1) |
| Citgroup Global Markets Inc | MXN | USD | MXN | (281264) | 16347 | 3/18/2026 | $(7) |
| Citgroup Global Markets Inc | MXN | MXN | USD | 1125000 | (65384) | 6/17/2026 | $(12) |
| Citgroup Global Markets Inc | MXN | MXN | USD | 281222 | (16344) | 6/17/2026 | $(14) |
| Citgroup Global Markets Inc | MXN | MXN | USD | 281264 | (16347) | 6/17/2026 | $(28) |
| Deutsche Bank AG | MXN | USD | MXN | (500000) | 29060 | 3/31/2026 | $1 |
| Deutsche Bank AG | MXN | MXN | USD | 13500000 | (784610) | 3/31/2026 | $(2627) |
| JP Morgan Securities LLC | MXN | MXN | USD | 1125000 | (65384) | 3/18/2026 | $4377 |
| JP Morgan Securities LLC | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2463 |
| JP Morgan Securities LLC | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2295 |
| JP Morgan Securities LLC | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2272 |
| JP Morgan Securities LLC | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2199 |
| JP Morgan Securities LLC | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2163 |
| JP Morgan Securities LLC | MXN | MXN | USD | 562500 | (32692) | 3/18/2026 | $2087 |
| JP Morgan Securities LLC | MXN | USD | MXN | (1125000) | 65384 | 3/18/2026 | $29 |
| JP Morgan Securities LLC | MXN | USD | MXN | (281264) | 16347 | 3/18/2026 | $26 |
| JP Morgan Securities LLC | MXN | USD | MXN | (281222) | 16344 | 3/18/2026 | $12 |
| JP Morgan Securities LLC | MXN | MXN | USD | 281264 | (16347) | 6/17/2026 | $5 |
| JP Morgan Securities LLC | MXN | MXN | USD | 281250 | (16346) | 6/17/2026 | $(1) |
| JP Morgan Securities LLC | MXN | USD | MXN | (281250) | 16346 | 3/18/2026 | $(1) |
| JP Morgan Securities LLC | MXN | USD | MXN | (281264) | 16347 | 3/18/2026 | $(7) |
| JP Morgan Securities LLC | MXN | MXN | USD | 1125000 | (65384) | 6/17/2026 | $(12) |
| JP Morgan Securities LLC | MXN | MXN | USD | 281222 | (16344) | 6/17/2026 | $(14) |
| JP Morgan Securities LLC | MXN | MXN | USD | 281264 | (16347) | 6/17/2026 | $(28) |
| Societe Generale SA | MXN | MXN | USD | 8693194 | (505242) | 3/18/2026 | $4047 |
| Societe Generale SA | MXN | MXN | USD | 434199 | (25235) | 3/18/2026 | $176 |
| Societe Generale SA | MXN | MXN | USD | 865337 | (50293) | 3/18/2026 | $174 |
| Societe Generale SA | MXN | MXN | USD | 434000 | (25224) | 3/18/2026 | $164 |
| Societe Generale SA | MXN | MXN | USD | 433405 | (25189) | 3/18/2026 | $130 |
| Societe Generale SA | MXN | MXN | USD | 433326 | (25185) | 3/18/2026 | $125 |
| Societe Generale SA | MXN | MXN | USD | 433231 | (25179) | 3/18/2026 | $120 |
| Societe Generale SA | MXN | MXN | USD | 432937 | (25162) | 3/18/2026 | $102 |
| Societe Generale SA | MXN | MXN | USD | 432649 | (25145) | 3/18/2026 | $86 |
| Societe Generale SA | MXN | MXN | USD | 432564 | (25140) | 3/18/2026 | $81 |
| Societe Generale SA | MXN | MXN | USD | 432507 | (25137) | 3/18/2026 | $78 |
| Societe Generale SA | MXN | MXN | USD | 432297 | (25125) | 3/18/2026 | $65 |
| Societe Generale SA | MXN | MXN | USD | 431588 | (25084) | 3/18/2026 | $24 |
| Societe Generale SA | MXN | MXN | USD | 431565 | (25082) | 3/18/2026 | $23 |
| Societe Generale SA | MXN | MXN | USD | 431164 | (25059) | 3/18/2026 | $0 |
| Societe Generale SA | MXN | MXN | USD | 430972 | (25048) | 3/18/2026 | $(11) |
| Deutsche Bank AG | NOK | NOK | USD | 7054627 | (741546) | 3/31/2026 | $2044 |
| Deutsche Bank AG | NOK | NOK | USD | 951066 | (99971) | 3/31/2026 | $2 |
| Deutsche Bank AG | NOK | NOK | USD | 1412792 | (148505) | 3/31/2026 | $(164) |
| Deutsche Bank AG | NOK | USD | NOK | (4000000) | 420460 | 3/31/2026 | $(455) |
| Deutsche Bank AG | NOK | NOK | USD | 3793990 | (398805) | 3/31/2026 | $(1072) |
| Societe Generale SA | NOK | NOK | USD | 9713503 | (1021034) | 3/18/2026 | $17754 |
| Societe Generale SA | NOK | NOK | USD | 1000000 | (105115) | 3/18/2026 | $6153 |
| Societe Generale SA | NOK | NOK | USD | 1000000 | (105115) | 3/18/2026 | $6089 |
| Societe Generale SA | NOK | NOK | USD | 1000000 | (105115) | 3/18/2026 | $5965 |
| Societe Generale SA | NOK | NOK | USD | 1000000 | (105115) | 3/18/2026 | $3791 |
| Societe Generale SA | NOK | NOK | USD | 1143229 | (120170) | 3/18/2026 | $2090 |
| Societe Generale SA | NOK | NOK | USD | 286499 | (30115) | 3/18/2026 | $886 |
| Societe Generale SA | NOK | NOK | USD | 286628 | (30129) | 3/18/2026 | $886 |
| Societe Generale SA | NOK | NOK | USD | 1000000 | (105115) | 3/18/2026 | $874 |
| Societe Generale SA | NOK | NOK | USD | 286176 | (30081) | 3/18/2026 | $523 |
| Societe Generale SA | NOK | NOK | USD | 285598 | (30021) | 3/18/2026 | $522 |
| Societe Generale SA | NOK | NOK | USD | 288700 | (30347) | 3/18/2026 | $514 |
| Societe Generale SA | NOK | NOK | USD | 288752 | (30352) | 3/18/2026 | $514 |
| Societe Generale SA | NOK | NOK | USD | 287389 | (30209) | 3/18/2026 | $512 |
| Societe Generale SA | NOK | NOK | USD | 287330 | (30203) | 3/18/2026 | $511 |
| Societe Generale SA | NOK | NOK | USD | 1000000 | (105115) | 3/18/2026 | $281 |
| Societe Generale SA | NOK | USD | NOK | (563797) | 59263 | 3/18/2026 | $140 |
| Societe Generale SA | NOK | NOK | USD | 283058 | (29754) | 3/18/2026 | $80 |
| Societe Generale SA | NOK | NOK | USD | 283065 | (29754) | 3/18/2026 | $80 |
| Societe Generale SA | NOK | NOK | USD | 282352 | (29679) | 3/18/2026 | $76 |
| Societe Generale SA | NOK | NOK | USD | 282365 | (29681) | 3/18/2026 | $76 |
| Societe Generale SA | NOK | USD | NOK | (283257) | 29775 | 3/18/2026 | $3 |
| Societe Generale SA | NOK | USD | NOK | (283365) | 29786 | 3/18/2026 | $(9) |
| Societe Generale SA | NOK | NOK | USD | 282984 | (29746) | 3/18/2026 | $(33) |
| Societe Generale SA | NOK | NOK | USD | 283182 | (29767) | 3/18/2026 | $(33) |
| Societe Generale SA | NOK | USD | NOK | (281626) | 29603 | 3/18/2026 | $(36) |
| Societe Generale SA | NOK | USD | NOK | (281838) | 29625 | 3/18/2026 | $(58) |
| Societe Generale SA | NOK | USD | NOK | (280720) | 29508 | 3/18/2026 | $(68) |
| Societe Generale SA | NOK | USD | NOK | (280733) | 29509 | 3/18/2026 | $(69) |
| Societe Generale SA | NOK | NOK | USD | 566258 | (59522) | 3/18/2026 | $(98) |
| Societe Generale SA | NOK | USD | NOK | (281700) | 29611 | 3/18/2026 | $(124) |
| Societe Generale SA | NOK | USD | NOK | (281701) | 29611 | 3/18/2026 | $(124) |
| Societe Generale SA | NOK | USD | NOK | (281655) | 29606 | 3/18/2026 | $(149) |
| Societe Generale SA | NOK | USD | NOK | (281668) | 29608 | 3/18/2026 | $(150) |
| Societe Generale SA | NOK | USD | NOK | (282321) | 29676 | 3/18/2026 | $(159) |
| Societe Generale SA | NOK | USD | NOK | (282372) | 29681 | 3/18/2026 | $(165) |
| Societe Generale SA | NOK | USD | NOK | (284930) | 29950 | 3/18/2026 | $(173) |
| Societe Generale SA | NOK | USD | NOK | (281736) | 29615 | 3/18/2026 | $(174) |
| Societe Generale SA | NOK | USD | NOK | (281789) | 29620 | 3/18/2026 | $(180) |
| Societe Generale SA | NOK | USD | NOK | (282629) | 29708 | 3/18/2026 | $(192) |
| Societe Generale SA | NOK | USD | NOK | (282629) | 29708 | 3/18/2026 | $(192) |
| Societe Generale SA | NOK | USD | NOK | (285241) | 29983 | 3/18/2026 | $(206) |
| Societe Generale SA | NOK | USD | NOK | (1000000) | 105115 | 3/18/2026 | $(6169) |
| Societe Generale SA | NOK | USD | NOK | (1000000) | 105115 | 3/18/2026 | $(6991) |
| Societe Generale SA | NOK | USD | NOK | (1000000) | 105115 | 3/18/2026 | $(7179) |
| Deutsche Bank AG | NZD | USD | NZD | (3048280) | 1829118 | 3/31/2026 | $11585 |
| Deutsche Bank AG | NZD | NZD | USD | 100000 | (60005) | 3/3/2026 | $403 |
| Deutsche Bank AG | NZD | NZD | USD | 100000 | (60005) | 3/31/2026 | $84 |
| Deutsche Bank AG | NZD | NZD | USD | 100000 | (60005) | 3/2/2026 | $27 |
| Deutsche Bank AG | NZD | USD | NZD | 19837 | (11903) | 3/2/2026 | $0 |
| Deutsche Bank AG | NZD | NZD | USD | 100000 | (60005) | 3/31/2026 | $(634) |
| Deutsche Bank AG | NZD | NZD | USD | 400000 | (240020) | 3/31/2026 | $(1313) |
| Deutsche Bank AG | NZD | NZD | USD | 400000 | (240020) | 3/31/2026 | $(1585) |
| Societe Generale SA | NZD | USD | NZD | (25000) | 15001 | 3/18/2026 | $(36) |
| Societe Generale SA | NZD | USD | NZD | (25000) | 15001 | 3/18/2026 | $(36) |
| Societe Generale SA | NZD | NZD | USD | 25000 | (15001) | 3/18/2026 | $(42) |
| Societe Generale SA | NZD | NZD | USD | 25000 | (15001) | 3/18/2026 | $(52) |
| Societe Generale SA | NZD | USD | NZD | (25000) | 15001 | 3/18/2026 | $(90) |
| Societe Generale SA | NZD | USD | NZD | (25000) | 15001 | 3/18/2026 | $(93) |
| Societe Generale SA | NZD | USD | NZD | (50000) | 30002 | 3/18/2026 | $(169) |
| Societe Generale SA | NZD | NZD | USD | 50000 | (30002) | 3/18/2026 | $(223) |
| Societe Generale SA | NZD | NZD | USD | 200000 | (120010) | 3/18/2026 | $(993) |
| Societe Generale SA | PEN | PEN | USD | 506862 | (151032) | 3/18/2026 | $1025 |
| Societe Generale SA | PEN | USD | PEN | (167450) | 49896 | 3/18/2026 | $107 |
| Societe Generale SA | PEN | PEN | USD | 167851 | (50015) | 3/18/2026 | $13 |
| Societe Generale SA | PEN | USD | PEN | (168170) | 50110 | 3/18/2026 | $(108) |
| Societe Generale SA | PEN | PEN | USD | 167115 | (49796) | 3/18/2026 | $(206) |
| Societe Generale SA | PHP | PHP | USD | 2957750 | (51292) | 3/18/2026 | $1232 |
| Societe Generale SA | PHP | PHP | USD | 2938085 | (50951) | 3/18/2026 | $891 |
| Societe Generale SA | PHP | PHP | USD | 2928385 | (50783) | 3/18/2026 | $723 |
| Societe Generale SA | PHP | PHP | USD | 1475493 | (25587) | 3/18/2026 | $557 |
| Societe Generale SA | PHP | PHP | USD | 1474838 | (25576) | 3/18/2026 | $546 |
| Societe Generale SA | PHP | PHP | USD | 1452275 | (25185) | 3/18/2026 | $155 |
| Societe Generale SA | PHP | PHP | USD | 1451918 | (25178) | 3/18/2026 | $149 |
| Societe Generale SA | PHP | PHP | USD | 1449993 | (25145) | 3/18/2026 | $116 |
| Societe Generale SA | PHP | PHP | USD | 1449503 | (25137) | 3/18/2026 | $107 |
| Societe Generale SA | PHP | USD | PHP | (1478257) | 25635 | 3/18/2026 | $(605) |
| Societe Generale SA | PHP | USD | PHP | (1478857) | 25646 | 3/18/2026 | $(616) |
| Societe Generale SA | PHP | USD | PHP | (2955115) | 51246 | 3/18/2026 | $(1186) |
| Societe Generale SA | PHP | USD | PHP | (2965915) | 51434 | 3/18/2026 | $(1373) |
| Societe Generale SA | PHP | USD | PHP | (2966500) | 51444 | 3/18/2026 | $(1384) |
| Societe Generale SA | PHP | USD | PHP | (2973115) | 51558 | 3/18/2026 | $(1498) |
| Citgroup Global Markets Inc | PLN | PLN | USD | 11022 | (3085) | 3/18/2026 | $94 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 11800 | (3303) | 3/18/2026 | $90 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 17330 | (4851) | 3/18/2026 | $83 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 10022 | (2805) | 3/18/2026 | $75 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8665 | (2425) | 3/18/2026 | $54 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8665 | (2425) | 3/18/2026 | $52 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8665 | (2425) | 3/18/2026 | $43 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8666 | (2426) | 3/18/2026 | $42 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8500 | (2379) | 3/18/2026 | $40 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8665 | (2425) | 3/18/2026 | $38 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8500 | (2379) | 6/17/2026 | $11 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 3000 | (840) | 3/18/2026 | $8 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 2500 | (700) | 3/18/2026 | $7 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8500 | (2379) | 6/17/2026 | $5 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8500 | (2379) | 6/17/2026 | $4 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 1500 | (420) | 3/18/2026 | $3 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 1000 | (280) | 3/18/2026 | $3 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8500 | (2379) | 6/17/2026 | $3 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8500 | (2379) | 6/17/2026 | $3 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 8000 | (2239) | 6/17/2026 | $3 |
| Citgroup Global Markets Inc | PLN | PLN | USD | 500 | (140) | 3/18/2026 | $(1) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (2500) | 700 | 3/18/2026 | $(1) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (500) | 140 | 3/18/2026 | $(2) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (741) | 207 | 3/18/2026 | $(3) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (759) | 212 | 3/18/2026 | $(3) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (8500) | 2379 | 3/18/2026 | $(3) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (8500) | 2379 | 3/18/2026 | $(3) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (8000) | 2239 | 3/18/2026 | $(3) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (1500) | 420 | 3/18/2026 | $(4) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (8500) | 2379 | 3/18/2026 | $(4) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (8500) | 2379 | 3/18/2026 | $(5) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (8500) | 2379 | 3/18/2026 | $(11) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (5500) | 1539 | 3/18/2026 | $(18) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (8249) | 2309 | 3/18/2026 | $(40) |
| Citgroup Global Markets Inc | PLN | USD | PLN | (8251) | 2309 | 3/18/2026 | $(44) |
| Deutsche Bank AG | PLN | USD | PLN | (421715) | 118040 | 3/31/2026 | $913 |
| Deutsche Bank AG | PLN | PLN | USD | 716524 | (200558) | 3/31/2026 | $517 |
| Deutsche Bank AG | PLN | PLN | USD | 357470 | (100057) | 3/31/2026 | $37 |
| Deutsche Bank AG | PLN | PLN | USD | 422505 | (118261) | 3/31/2026 | $(736) |
| Deutsche Bank AG | PLN | PLN | USD | 2130030 | (596205) | 3/31/2026 | $(3916) |
| JP Morgan Securities LLC | PLN | PLN | USD | 11022 | (3085) | 3/18/2026 | $94 |
| JP Morgan Securities LLC | PLN | PLN | USD | 11800 | (3303) | 3/18/2026 | $90 |
| JP Morgan Securities LLC | PLN | PLN | USD | 17330 | (4851) | 3/18/2026 | $83 |
| JP Morgan Securities LLC | PLN | PLN | USD | 10022 | (2805) | 3/18/2026 | $75 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8665 | (2425) | 3/18/2026 | $54 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8665 | (2425) | 3/18/2026 | $52 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8665 | (2425) | 3/18/2026 | $43 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8666 | (2426) | 3/18/2026 | $42 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8500 | (2379) | 3/18/2026 | $40 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8665 | (2425) | 3/18/2026 | $38 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8500 | (2379) | 6/17/2026 | $11 |
| JP Morgan Securities LLC | PLN | PLN | USD | 3000 | (840) | 3/18/2026 | $8 |
| JP Morgan Securities LLC | PLN | PLN | USD | 2500 | (700) | 3/18/2026 | $7 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8500 | (2379) | 6/17/2026 | $5 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8500 | (2379) | 6/17/2026 | $4 |
| JP Morgan Securities LLC | PLN | PLN | USD | 1500 | (420) | 3/18/2026 | $3 |
| JP Morgan Securities LLC | PLN | PLN | USD | 1000 | (280) | 3/18/2026 | $3 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8500 | (2379) | 6/17/2026 | $3 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8500 | (2379) | 6/17/2026 | $3 |
| JP Morgan Securities LLC | PLN | PLN | USD | 8000 | (2239) | 6/17/2026 | $3 |
| JP Morgan Securities LLC | PLN | PLN | USD | 500 | (140) | 3/18/2026 | $(1) |
| JP Morgan Securities LLC | PLN | USD | PLN | (2500) | 700 | 3/18/2026 | $(1) |
| JP Morgan Securities LLC | PLN | USD | PLN | (500) | 140 | 3/18/2026 | $(2) |
| JP Morgan Securities LLC | PLN | USD | PLN | (741) | 207 | 3/18/2026 | $(3) |
| JP Morgan Securities LLC | PLN | USD | PLN | (759) | 212 | 3/18/2026 | $(3) |
| JP Morgan Securities LLC | PLN | USD | PLN | (8500) | 2379 | 3/18/2026 | $(3) |
| JP Morgan Securities LLC | PLN | USD | PLN | (8500) | 2379 | 3/18/2026 | $(3) |
| JP Morgan Securities LLC | PLN | USD | PLN | (8000) | 2239 | 3/18/2026 | $(3) |
| JP Morgan Securities LLC | PLN | USD | PLN | (1500) | 420 | 3/18/2026 | $(4) |
| JP Morgan Securities LLC | PLN | USD | PLN | (8500) | 2379 | 3/18/2026 | $(4) |
| JP Morgan Securities LLC | PLN | USD | PLN | (8500) | 2379 | 3/18/2026 | $(5) |
| JP Morgan Securities LLC | PLN | USD | PLN | (8500) | 2379 | 3/18/2026 | $(11) |
| JP Morgan Securities LLC | PLN | USD | PLN | (5500) | 1539 | 3/18/2026 | $(18) |
| JP Morgan Securities LLC | PLN | USD | PLN | (8249) | 2309 | 3/18/2026 | $(40) |
| JP Morgan Securities LLC | PLN | USD | PLN | (8251) | 2309 | 3/18/2026 | $(44) |
| Societe Generale SA | PLN | PLN | USD | 500000 | (139952) | 3/18/2026 | $2440 |
| Societe Generale SA | PLN | PLN | USD | 500000 | (139952) | 3/18/2026 | $1083 |
| Societe Generale SA | PLN | PLN | USD | 500000 | (139952) | 3/18/2026 | $1060 |
| Societe Generale SA | PLN | USD | PLN | (500000) | 139952 | 3/18/2026 | $803 |
| Societe Generale SA | PLN | PLN | USD | 500000 | (139952) | 3/18/2026 | $766 |
| Societe Generale SA | PLN | PLN | USD | 1481847 | (414775) | 3/18/2026 | $47 |
| Societe Generale SA | PLN | USD | PLN | (105638) | 29569 | 3/18/2026 | $(71) |
| Societe Generale SA | PLN | USD | PLN | (105666) | 29576 | 3/18/2026 | $(79) |
| Societe Generale SA | PLN | USD | PLN | (500000) | 139952 | 3/18/2026 | $(420) |
| Deutsche Bank AG | SEK | SEK | USD | 3742391 | (414780) | 3/31/2026 | $(4748) |
| Deutsche Bank AG | SEK | SEK | USD | 3960358 | (438938) | 3/31/2026 | $(5024) |
| Deutsche Bank AG | SEK | SEK | USD | 3549485 | (393399) | 3/31/2026 | $(6026) |
| Societe Generale SA | SEK | SEK | USD | 1000000 | (110833) | 3/18/2026 | $2496 |
| Societe Generale SA | SEK | SEK | USD | 1000000 | (110833) | 3/18/2026 | $2394 |
| Societe Generale SA | SEK | SEK | USD | 1000000 | (110833) | 3/18/2026 | $2394 |
| Societe Generale SA | SEK | SEK | USD | 1000000 | (110833) | 3/18/2026 | $2197 |
| Societe Generale SA | SEK | SEK | USD | 1000000 | (110833) | 3/18/2026 | $2060 |
| Societe Generale SA | SEK | SEK | USD | 1000000 | (110833) | 3/18/2026 | $1625 |
| Societe Generale SA | SEK | SEK | USD | 1000000 | (110833) | 3/18/2026 | $1346 |
| Societe Generale SA | SEK | USD | SEK | (532887) | 59061 | 3/18/2026 | $567 |
| Societe Generale SA | SEK | USD | SEK | (1000000) | 110833 | 3/18/2026 | $567 |
| Societe Generale SA | SEK | USD | SEK | (265279) | 29402 | 3/18/2026 | $368 |
| Societe Generale SA | SEK | USD | SEK | (265311) | 29405 | 3/18/2026 | $365 |
| Societe Generale SA | SEK | USD | SEK | (265849) | 29465 | 3/18/2026 | $349 |
| Societe Generale SA | SEK | USD | SEK | (265854) | 29465 | 3/18/2026 | $349 |
| Societe Generale SA | SEK | USD | SEK | (265319) | 29406 | 3/18/2026 | $288 |
| Societe Generale SA | SEK | USD | SEK | (265325) | 29407 | 3/18/2026 | $287 |
| Societe Generale SA | SEK | SEK | USD | 534356 | (59224) | 3/18/2026 | $176 |
| Societe Generale SA | SEK | USD | SEK | (266397) | 29525 | 3/18/2026 | $(1) |
| Societe Generale SA | SEK | USD | SEK | (266399) | 29526 | 3/18/2026 | $(1) |
| Societe Generale SA | SEK | USD | SEK | (266794) | 29569 | 3/18/2026 | $(10) |
| Societe Generale SA | SEK | USD | SEK | (266993) | 29592 | 3/18/2026 | $(32) |
| Societe Generale SA | SEK | USD | SEK | (265968) | 29478 | 3/18/2026 | $(45) |
| Societe Generale SA | SEK | USD | SEK | (266357) | 29521 | 3/18/2026 | $(48) |
| Societe Generale SA | SEK | USD | SEK | (266363) | 29522 | 3/18/2026 | $(49) |
| Societe Generale SA | SEK | SEK | USD | 266870 | (29578) | 3/18/2026 | $(56) |
| Societe Generale SA | SEK | SEK | USD | 266880 | (29579) | 3/18/2026 | $(56) |
| Societe Generale SA | SEK | USD | SEK | (266761) | 29566 | 3/18/2026 | $(57) |
| Societe Generale SA | SEK | USD | SEK | (266769) | 29567 | 3/18/2026 | $(58) |
| Societe Generale SA | SEK | USD | SEK | (533948) | 59179 | 3/18/2026 | $(60) |
| Societe Generale SA | SEK | USD | SEK | (266145) | 29498 | 3/18/2026 | $(65) |
| Societe Generale SA | SEK | USD | SEK | (266251) | 29509 | 3/18/2026 | $(77) |
| Societe Generale SA | SEK | USD | SEK | (266828) | 29573 | 3/18/2026 | $(94) |
| Societe Generale SA | SEK | USD | SEK | (266470) | 29534 | 3/18/2026 | $(101) |
| Societe Generale SA | SEK | USD | SEK | (266935) | 29585 | 3/18/2026 | $(106) |
| Societe Generale SA | SEK | USD | SEK | (266995) | 29592 | 3/18/2026 | $(113) |
| Societe Generale SA | SEK | USD | SEK | (267002) | 29593 | 3/18/2026 | $(114) |
| Societe Generale SA | SEK | USD | SEK | (267019) | 29594 | 3/18/2026 | $(121) |
| Societe Generale SA | SEK | USD | SEK | (266666) | 29555 | 3/18/2026 | $(123) |
| Societe Generale SA | SEK | USD | SEK | (267037) | 29596 | 3/18/2026 | $(123) |
| Societe Generale SA | SEK | USD | SEK | (266859) | 29577 | 3/18/2026 | $(144) |
| Societe Generale SA | SEK | USD | SEK | (267020) | 29595 | 3/18/2026 | $(145) |
| Societe Generale SA | SEK | USD | SEK | (267023) | 29595 | 3/18/2026 | $(145) |
| Societe Generale SA | SEK | USD | SEK | (266874) | 29578 | 3/18/2026 | $(146) |
| Societe Generale SA | SEK | USD | SEK | (266961) | 29588 | 3/18/2026 | $(155) |
| Societe Generale SA | SEK | SEK | USD | 528155 | (58537) | 3/18/2026 | $(854) |
| Societe Generale SA | SEK | SEK | USD | 16391420 | (1816707) | 3/18/2026 | $(9475) |
| Deutsche Bank AG | SGD | SGD | USD | 1635306 | (1292886) | 3/31/2026 | $(4248) |
| Societe Generale SA | SGD | SGD | USD | 63743 | (50396) | 3/18/2026 | $455 |
| Societe Generale SA | SGD | SGD | USD | 31989 | (25291) | 3/18/2026 | $321 |
| Societe Generale SA | SGD | SGD | USD | 31988 | (25290) | 3/18/2026 | $320 |
| Societe Generale SA | SGD | SGD | USD | 31707 | (25068) | 3/18/2026 | $97 |
| Societe Generale SA | SGD | SGD | USD | 31704 | (25066) | 3/18/2026 | $95 |
| Societe Generale SA | SGD | USD | SGD | (31524) | 24923 | 3/18/2026 | $47 |
| Societe Generale SA | SGD | USD | SGD | (31525) | 24924 | 3/18/2026 | $47 |
| Societe Generale SA | SGD | SGD | USD | 31640 | (25014) | 3/18/2026 | $44 |
| Societe Generale SA | SGD | SGD | USD | 31638 | (25013) | 3/18/2026 | $43 |
| Societe Generale SA | SGD | SGD | USD | 31629 | (25006) | 3/18/2026 | $36 |
| Societe Generale SA | SGD | SGD | USD | 31625 | (25003) | 3/18/2026 | $33 |
| Societe Generale SA | SGD | SGD | USD | 31621 | (25000) | 3/18/2026 | $29 |
| Societe Generale SA | SGD | SGD | USD | 31609 | (24990) | 3/18/2026 | $20 |
| Societe Generale SA | SGD | SGD | USD | 31609 | (24990) | 3/18/2026 | $20 |
| Societe Generale SA | SGD | USD | SGD | (31567) | 24957 | 3/18/2026 | $14 |
| Societe Generale SA | SGD | SGD | USD | 31599 | (24982) | 3/18/2026 | $12 |
| Societe Generale SA | SGD | SGD | USD | 31595 | (24979) | 3/18/2026 | $9 |
| Societe Generale SA | SGD | USD | SGD | (31574) | 24962 | 3/18/2026 | $8 |
| Societe Generale SA | SGD | SGD | USD | 31593 | (24978) | 3/18/2026 | $7 |
| Societe Generale SA | SGD | SGD | USD | 31579 | (24967) | 3/18/2026 | $(4) |
| Societe Generale SA | SGD | SGD | USD | 31577 | (24965) | 3/18/2026 | $(5) |
| Societe Generale SA | SGD | SGD | USD | 31548 | (24942) | 3/18/2026 | $(29) |
| Societe Generale SA | SGD | SGD | USD | 31546 | (24940) | 3/18/2026 | $(30) |
| Societe Generale SA | SGD | USD | SGD | (31628) | 25006 | 3/18/2026 | $(35) |
| Societe Generale SA | SGD | USD | SGD | (31633) | 25010 | 3/18/2026 | $(39) |
| Societe Generale SA | SGD | SGD | USD | 31500 | (24904) | 3/18/2026 | $(67) |
| Societe Generale SA | SGD | SGD | USD | 31488 | (24895) | 3/18/2026 | $(76) |
| Societe Generale SA | SGD | USD | SGD | (31680) | 25046 | 3/18/2026 | $(76) |
| Societe Generale SA | SGD | USD | SGD | (31696) | 25059 | 3/18/2026 | $(89) |
| Societe Generale SA | SGD | USD | SGD | (63298) | 50044 | 3/18/2026 | $(103) |
| Societe Generale SA | SGD | SGD | USD | 31438 | (24855) | 3/18/2026 | $(116) |
| Societe Generale SA | SGD | SGD | USD | 31438 | (24855) | 3/18/2026 | $(116) |
| Societe Generale SA | SGD | SGD | USD | 31436 | (24854) | 3/18/2026 | $(117) |
| Societe Generale SA | SGD | SGD | USD | 63018 | (49822) | 3/18/2026 | $(119) |
| Societe Generale SA | SGD | SGD | USD | 31432 | (24850) | 3/18/2026 | $(120) |
| Societe Generale SA | SGD | SGD | USD | 31393 | (24819) | 3/18/2026 | $(151) |
| Societe Generale SA | SGD | SGD | USD | 31387 | (24815) | 3/18/2026 | $(156) |
| Societe Generale SA | SGD | SGD | USD | 62969 | (49784) | 3/18/2026 | $(157) |
| Societe Generale SA | SGD | USD | SGD | (63393) | 50119 | 3/18/2026 | $(178) |
| Societe Generale SA | SGD | SGD | USD | 62901 | (49730) | 3/18/2026 | $(211) |
| Societe Generale SA | SGD | USD | SGD | (32026) | 25320 | 3/18/2026 | $(350) |
| Societe Generale SA | SGD | USD | SGD | (32026) | 25320 | 3/18/2026 | $(350) |
| Societe Generale SA | SGD | USD | SGD | (32027) | 25321 | 3/18/2026 | $(351) |
| Societe Generale SA | SGD | USD | SGD | (32029) | 25322 | 3/18/2026 | $(352) |
| Societe Generale SA | SGD | USD | SGD | (32029) | 25323 | 3/18/2026 | $(353) |
| Societe Generale SA | SGD | USD | SGD | (32033) | 25325 | 3/18/2026 | $(355) |
| Societe Generale SA | SGD | USD | SGD | (32059) | 25346 | 3/18/2026 | $(376) |
| Societe Generale SA | SGD | USD | SGD | (32059) | 25346 | 3/18/2026 | $(376) |
| Societe Generale SA | SGD | USD | SGD | (32089) | 25370 | 3/18/2026 | $(400) |
| Societe Generale SA | SGD | USD | SGD | (32089) | 25370 | 3/18/2026 | $(400) |
| Societe Generale SA | SGD | USD | SGD | (64119) | 50693 | 3/18/2026 | $(752) |
| Societe Generale SA | SGD | USD | SGD | (64134) | 50705 | 3/18/2026 | $(765) |
| Societe Generale SA | THB | THB | USD | 6235000 | (200579) | 3/18/2026 | $784 |
| Societe Generale SA | THB | THB | USD | 775026 | (24932) | 3/18/2026 | $(42) |
| Societe Generale SA | THB | THB | USD | 774801 | (24925) | 3/18/2026 | $(49) |
| Societe Generale SA | THB | THB | USD | 774548 | (24917) | 3/18/2026 | $(57) |
| Societe Generale SA | THB | THB | USD | 774523 | (24916) | 3/18/2026 | $(58) |
| Societe Generale SA | THB | THB | USD | 774501 | (24916) | 3/18/2026 | $(59) |
| Societe Generale SA | THB | THB | USD | 774461 | (24914) | 3/18/2026 | $(60) |
| Societe Generale SA | THB | THB | USD | 774426 | (24913) | 3/18/2026 | $(61) |
| Societe Generale SA | THB | THB | USD | 774251 | (24908) | 3/18/2026 | $(67) |
| Societe Generale SA | THB | USD | THB | (1555414) | 50037 | 3/18/2026 | $(89) |
| Societe Generale SA | THB | THB | USD | 771028 | (24804) | 3/18/2026 | $(171) |
| Societe Generale SA | THB | THB | USD | 770783 | (24796) | 3/18/2026 | $(179) |
| Societe Generale SA | THB | USD | THB | (783482) | 25204 | 3/18/2026 | $(230) |
| Societe Generale SA | THB | USD | THB | (783524) | 25206 | 3/18/2026 | $(232) |
| Societe Generale SA | THB | USD | THB | (1560268) | 50194 | 3/18/2026 | $(245) |
| Societe Generale SA | THB | USD | THB | (790202) | 25421 | 3/18/2026 | $(447) |
| Societe Generale SA | THB | USD | THB | (790582) | 25433 | 3/18/2026 | $(459) |
| Societe Generale SA | THB | USD | THB | (791624) | 25466 | 3/18/2026 | $(492) |
| Societe Generale SA | THB | USD | THB | (791697) | 25469 | 3/18/2026 | $(495) |
| Deutsche Bank AG | TRY | TRY | USD | 22561378 | (513317) | 3/31/2026 | $1875 |
| Societe Generale SA | TRY | TRY | USD | 500000 | (11376) | 3/18/2026 | $343 |
| Societe Generale SA | TRY | TRY | USD | 500000 | (11376) | 3/18/2026 | $341 |
| Societe Generale SA | TRY | TRY | USD | 500000 | (11376) | 3/18/2026 | $327 |
| Societe Generale SA | TRY | TRY | USD | 500000 | (11376) | 3/18/2026 | $318 |
| Societe Generale SA | TRY | USD | TRY | (500000) | 11376 | 3/18/2026 | $(52) |
| Societe Generale SA | TRY | USD | TRY | (500000) | 11376 | 3/18/2026 | $(242) |
| Deutsche Bank AG | TWD | TWD | USD | 3173486 | (101678) | 3/9/2026 | $1151 |
| Deutsche Bank AG | TWD | USD | TWD | (3124456) | 100108 | 3/9/2026 | $411 |
| Deutsche Bank AG | TWD | USD | TWD | (3129430) | 100267 | 4/2/2026 | $210 |
| Deutsche Bank AG | TWD | TWD | USD | 3130784 | (100310) | 3/5/2026 | $(217) |
| Deutsche Bank AG | TWD | TWD | USD | 3123050 | (100062) | 4/7/2026 | $(404) |
| Deutsche Bank AG | TWD | USD | TWD | (3158100) | 101185 | 3/5/2026 | $(654) |
| Societe Generale SA | TWD | USD | TWD | (9360649) | 299915 | 3/18/2026 | $1591 |
| Societe Generale SA | TWD | TWD | USD | 3144590 | (100753) | 3/31/2026 | $270 |
| Societe Generale SA | TWD | TWD | USD | 788421 | (25261) | 3/18/2026 | $134 |
| Societe Generale SA | TWD | TWD | USD | 787621 | (25235) | 3/18/2026 | $109 |
| Societe Generale SA | TWD | TWD | USD | 786146 | (25188) | 3/18/2026 | $62 |
| Societe Generale SA | TWD | TWD | USD | 786021 | (25184) | 3/18/2026 | $58 |
| Societe Generale SA | TWD | TWD | USD | 785721 | (25174) | 3/18/2026 | $48 |
| Societe Generale SA | TWD | TWD | USD | 785421 | (25165) | 3/18/2026 | $39 |
| Societe Generale SA | TWD | USD | TWD | (3137486) | 100525 | 3/31/2026 | $(44) |
| Societe Generale SA | TWD | USD | TWD | (3143570) | 100720 | 3/31/2026 | $(238) |
| Societe Generale SA | TWD | USD | TWD | (791704) | 25366 | 3/18/2026 | $(239) |
| Societe Generale SA | TWD | USD | TWD | (791729) | 25367 | 3/18/2026 | $(240) |
| Societe Generale SA | TWD | USD | TWD | (1579201) | 50598 | 3/18/2026 | $(344) |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 272232 | (17103) | 3/18/2026 | $1474 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 239000 | (15015) | 3/18/2026 | $1121 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 229806 | (14437) | 3/18/2026 | $1074 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 229808 | (14437) | 3/18/2026 | $1070 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 231956 | (14572) | 3/18/2026 | $992 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 163328 | (10261) | 3/18/2026 | $914 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 163328 | (10261) | 3/18/2026 | $903 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 163340 | (10262) | 3/18/2026 | $856 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 163338 | (10262) | 3/18/2026 | $843 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 162368 | (10201) | 3/18/2026 | $778 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 167008 | (10492) | 3/18/2026 | $774 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 162370 | (10201) | 3/18/2026 | $765 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 157730 | (9909) | 3/18/2026 | $729 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 56308 | (3537) | 3/18/2026 | $304 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 48344 | (3037) | 3/18/2026 | $280 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 268326 | (16857) | 6/17/2026 | $266 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 48322 | (3036) | 3/18/2026 | $253 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 345124 | (21682) | 6/17/2026 | $249 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 46460 | (2919) | 3/18/2026 | $248 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 51386 | (3228) | 3/18/2026 | $239 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 50262 | (3158) | 3/18/2026 | $237 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 50262 | (3158) | 3/18/2026 | $231 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 50262 | (3158) | 3/18/2026 | $223 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 46392 | (2915) | 3/18/2026 | $206 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 46390 | (2914) | 3/18/2026 | $199 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 258852 | (16262) | 6/17/2026 | $76 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 53008 | (3330) | 6/17/2026 | $51 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 53666 | (3372) | 6/17/2026 | $49 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 68180 | (4283) | 6/17/2026 | $49 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 69026 | (4336) | 6/17/2026 | $49 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 51770 | (3252) | 6/17/2026 | $18 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 49206 | (3091) | 6/17/2026 | $11 |
| Citgroup Global Markets Inc | ZAR | USD | ZAR | (36137) | 2270 | 3/18/2026 | $1 |
| Citgroup Global Markets Inc | ZAR | USD | ZAR | (338863) | 21289 | 3/18/2026 | $0 |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 27256 | (1712) | 6/17/2026 | $(1) |
| Citgroup Global Markets Inc | ZAR | ZAR | USD | 255586 | (16057) | 6/17/2026 | $(1) |
| Citgroup Global Markets Inc | ZAR | USD | ZAR | (51281) | 3222 | 3/18/2026 | $(12) |
| Citgroup Global Markets Inc | ZAR | USD | ZAR | (53953) | 3390 | 3/18/2026 | $(19) |
| Citgroup Global Markets Inc | ZAR | USD | ZAR | (53008) | 3330 | 3/18/2026 | $(39) |
| Citgroup Global Markets Inc | ZAR | USD | ZAR | (53666) | 3372 | 3/18/2026 | $(39) |
| Citgroup Global Markets Inc | ZAR | USD | ZAR | (53666) | 3372 | 3/18/2026 | $(49) |
| Citgroup Global Markets Inc | ZAR | USD | ZAR | (53008) | 3330 | 3/18/2026 | $(51) |
| Citgroup Global Markets Inc | ZAR | USD | ZAR | (269766) | 16948 | 3/18/2026 | $(82) |
| Citgroup Global Markets Inc | ZAR | USD | ZAR | (268326) | 16857 | 3/18/2026 | $(196) |
| Citgroup Global Markets Inc | ZAR | USD | ZAR | (268326) | 16857 | 3/18/2026 | $(269) |
| Deutsche Bank AG | ZAR | ZAR | USD | 1602112 | (100651) | 3/31/2026 | $387 |
| Deutsche Bank AG | ZAR | USD | ZAR | (2776431) | 174426 | 3/2/2026 | $0 |
| Deutsche Bank AG | ZAR | USD | ZAR | (274) | 17 | 3/2/2026 | $0 |
| Deutsche Bank AG | ZAR | ZAR | USD | 2776745 | (174446) | 3/2/2026 | $0 |
| Deutsche Bank AG | ZAR | ZAR | USD | 11152869 | (700667) | 3/31/2026 | $(1173) |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 272232 | (17103) | 3/18/2026 | $1474 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 239000 | (15015) | 3/18/2026 | $1121 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 229807 | (14437) | 3/18/2026 | $1074 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 229807 | (14437) | 3/18/2026 | $1070 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 231956 | (14572) | 3/18/2026 | $992 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 163328 | (10261) | 3/18/2026 | $914 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 163328 | (10261) | 3/18/2026 | $903 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 163340 | (10262) | 3/18/2026 | $856 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 163338 | (10262) | 3/18/2026 | $843 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 162369 | (10201) | 3/18/2026 | $778 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 167008 | (10492) | 3/18/2026 | $774 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 162369 | (10201) | 3/18/2026 | $765 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 157730 | (9909) | 3/18/2026 | $729 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 56308 | (3537) | 3/18/2026 | $304 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 48344 | (3037) | 3/18/2026 | $280 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 268326 | (16857) | 6/17/2026 | $266 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 48322 | (3036) | 3/18/2026 | $253 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 46460 | (2919) | 3/18/2026 | $248 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 51386 | (3228) | 3/18/2026 | $239 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 50262 | (3158) | 3/18/2026 | $237 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 50262 | (3158) | 3/18/2026 | $231 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 50262 | (3158) | 3/18/2026 | $223 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 46392 | (2915) | 3/18/2026 | $206 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 46390 | (2914) | 3/18/2026 | $199 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 191528 | (12033) | 6/17/2026 | $138 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 280680 | (17633) | 6/17/2026 | $82 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 53008 | (3330) | 6/17/2026 | $51 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 53666 | (3372) | 6/17/2026 | $49 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 37836 | (2377) | 6/17/2026 | $27 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 38306 | (2407) | 6/17/2026 | $27 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 56136 | (3527) | 6/17/2026 | $19 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 53356 | (3352) | 6/17/2026 | $12 |
| JP Morgan Securities LLC | ZAR | USD | ZAR | (36137) | 2270 | 3/18/2026 | $1 |
| JP Morgan Securities LLC | ZAR | USD | ZAR | (338863) | 21289 | 3/18/2026 | $0 |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 45018 | (2828) | 6/17/2026 | $(1) |
| JP Morgan Securities LLC | ZAR | ZAR | USD | 422140 | (26520) | 6/17/2026 | $(2) |
| JP Morgan Securities LLC | ZAR | USD | ZAR | (51281) | 3222 | 3/18/2026 | $(12) |
| JP Morgan Securities LLC | ZAR | USD | ZAR | (53953) | 3390 | 3/18/2026 | $(19) |
| JP Morgan Securities LLC | ZAR | USD | ZAR | (53008) | 3330 | 3/18/2026 | $(39) |
| JP Morgan Securities LLC | ZAR | USD | ZAR | (53666) | 3372 | 3/18/2026 | $(39) |
| JP Morgan Securities LLC | ZAR | USD | ZAR | (53666) | 3372 | 3/18/2026 | $(49) |
| JP Morgan Securities LLC | ZAR | USD | ZAR | (53008) | 3330 | 3/18/2026 | $(51) |
| JP Morgan Securities LLC | ZAR | USD | ZAR | (269766) | 16948 | 3/18/2026 | $(82) |
| JP Morgan Securities LLC | ZAR | USD | ZAR | (268326) | 16857 | 3/18/2026 | $(196) |
| JP Morgan Securities LLC | ZAR | USD | ZAR | (268326) | 16857 | 3/18/2026 | $(269) |
| Societe Generale SA | ZAR | ZAR | USD | 1000000 | (62824) | 3/18/2026 | $4264 |
| Societe Generale SA | ZAR | ZAR | USD | 1000000 | (62824) | 3/18/2026 | $4146 |
| Societe Generale SA | ZAR | ZAR | USD | 1000000 | (62824) | 3/18/2026 | $4049 |
| Societe Generale SA | ZAR | ZAR | USD | 1000000 | (62824) | 3/18/2026 | $3872 |
| Societe Generale SA | ZAR | ZAR | USD | 8012324 | (503366) | 3/18/2026 | $2583 |
| Societe Generale SA | ZAR | USD | ZAR | (398109) | 25011 | 3/18/2026 | $28 |
| Societe Generale SA | ZAR | USD | ZAR | (398144) | 25013 | 3/18/2026 | $26 |
| Societe Generale SA | ZAR | USD | ZAR | (401051) | 25196 | 3/18/2026 | $(156) |
| Societe Generale SA | ZAR | USD | ZAR | (401105) | 25199 | 3/18/2026 | $(160) |
| Societe Generale SA | ZAR | USD | ZAR | (402573) | 25291 | 3/18/2026 | $(252) |
| Societe Generale SA | ZAR | USD | ZAR | (402756) | 25303 | 3/18/2026 | $(263) |
| Societe Generale SA | ZAR | USD | ZAR | (404526) | 25414 | 3/18/2026 | $(374) |
| Societe Generale SA | ZAR | USD | ZAR | (404534) | 25414 | 3/18/2026 | $(375) |
| Societe Generale SA | ZAR | USD | ZAR | (405105) | 25450 | 3/18/2026 | $(411) |
| Societe Generale SA | ZAR | USD | ZAR | (405436) | 25471 | 3/18/2026 | $(431) |
| Societe Generale SA | ZAR | USD | ZAR | (1000000) | 62824 | 3/18/2026 | $(592) |
|  |  |  |  |  |  |  | $244101 |
|  |  |  |  |  |  |  | $488202 |

---

---

| | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** | **Credit Default Swap Agreements - Protection Sold** |  |
| Underlying Instrument | Counterparty | Termination<br>Date | Rate Paid<br>(Received) |  | Payment<br>Frequency |  | Notional Amount (a),(b) | Notional Amount (a),(b) |  | Value | Value | Upfront<br>payments/<br>(receipts) |  |  |  |  |
| CDX.EM SERIES 44 | Citibank NA | 12/20/2030 | -1.0% |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 |  |  |  | (4486) |  | (6555) |  | 2069 |  |
| CDX.EM SERIES 44 | JP Morgan Securities LLC | 1/14/2031 | -1.0% |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 |  |  |  | (4486 |  | (6555 |  | 2069 |  |
|  |  |  |  |  |  |  |  |  |  |  | (8972 |  | (13110 |  | 4138 |  |
| **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** | **Credit Default Swap Agreements - Protection Purchased** |  |
| Underlying Instrument | Counterparty | Termination<br>Date | Rate Paid<br>(Received) |  | Payment<br>Frequency |  | Notional Amount (b) | Notional Amount (b) |  | Value | Value | Upfront<br>payments/<br>(receipts) |  |  |  |  |
| CDX.NA.HY Series 45 | Citibank NA | 12/20/2030 | 5.0% |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732500 |  |  |  | 118517 |  | 132872 |  | (14355) |  |
| CDX.NA.HY Series 45 | JP Morgan Securities LLC | 1/14/2031 | 5.0% |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732500 |  |  |  | 118517 |  | 132872 |  | (14355) |  |
| CDX.NA.IG SERIES 45 | Citibank NA | 12/20/2030 | 1.0% |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 |  |  |  | 58774 |  | 68303 |  | (9529) |  |
| CDX.NA.IG SERIES 45 | JP Morgan Securities LLC | 1/14/2031 | 1.0% |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 |  |  |  | 58774 |  | 68360 |  | (9586) |  |
| ITRAXX EUROPE SERIES 44 | Citibank NA | 12/20/2030 | 1.0% |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950000 | EUR |  |  | 70640 |  | 75392 |  | (4752) |  |
| ITRAXX EUROPE SERIES 44 | JP Morgan Securities LLC | 1/14/2031 | 1.0% |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950000 | EUR |  |  | 70640 |  | 75489 |  | (4849) |  |
| ITRAXX EUROPE CROSSOVER SERIES 44 | Citibank NA | 12/20/2030 | 5.0% |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300019 | EUR |  |  | 154802 |  | 161169 |  | (6367) |  |
| ITRAXX EUROPE CROSSOVER SERIES 44 | JP Morgan Securities LLC | 1/14/2031 | 5.0% |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300019 | EUR |  |  | 154802 |  | 161169 |  | (6367 |  |
|  |  |  |  |  |  |  |  |  |  |  | 805466 |  | 875626 |  | (70160 |  |
| **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** | **Interest Rate Swap Agreements** |  |
| Rate Received | Payment<br>Frequency | Clearinghouse/<br>Counterparty (c) |  | Termination<br>Date |  | Rate Paid (d) |  | Payment<br>Frequency |  | Notional Amount (b) | Notional Amount (b) | Value |  |  | Unrealized<br>appreciation/<br>(depreciation) |  |
| 4.0% | Annual | LCH/Citibank NA | 3/19/2031 |  | CZK-PRIBOR-PRBO 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100000 | CZK |  |  |  |  |  |  |
| 4.0% | Annual | LCH/JP Morgan Securities LLC | 3/19/2031 |  | CZK-PRIBOR-PRBO 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100000 | CZK |  |  |  |  |  |  |
| 4.0% | Annual | LCH/Citibank NA | 6/18/2031 |  | CZK-PRIBOR-PRBO 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400000 | CZK |  |  |  |  |  |  |
| 4.0% | Annual | LCH/JP Morgan Securities LLC | 6/18/2031 |  | CZK-PRIBOR-PRBO 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300000 | CZK |  |  |  |  |  |  |
| 3.0% | Quarterly | LCH/Citibank NA | 3/19/2031 |  | HKD-HIBOR-HKAB 3M |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | HKD |  |  |  |  |  |  |
| 3.0% | Quarterly | LCH/JP Morgan Securities LLC | 3/19/2031 |  | HKD-HIBOR-HKAB 3M |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | HKD |  |  |  |  |  |  |
| 3.0% | Quarterly | LCH/Citibank NA | 6/18/2031 |  | HKD-HIBOR-HKAB 3M |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600000 | HKD |  |  |  |  |  |  |
| 3.0% | Quarterly | LCH/JP Morgan Securities LLC | 6/18/2031 |  | HKD-HIBOR-HKAB 3M |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600000 | HKD |  |  |  |  |  |  |
| 2.5% | Quarterly | LCH/Citibank NA | 9/17/2031 |  | HKD-HIBOR-HKAB 3M |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | HKD |  |  |  |  |  |  |
| 6.0% | Annual | LCH/Citibank NA | 3/19/2031 |  | HUF-BUBOR-Reuters 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46700000 | HUF |  |  |  |  |  |  |
| 6.0% | Annual | LCH/Citibank NA | 3/19/2031 |  | HUF-BUBOR-Reuters 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46700000 | HUF |  |  |  |  |  |  |
| 6.0% | Annual | LCH/Citibank NA | 6/18/2031 |  | HUF-BUBOR-Reuters 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41700000 | HUF |  |  |  |  |  |  |
| 6.0% | Annual | LCH/JP Morgan Securities LLC | 6/18/2031 |  | HUF-BUBOR-Reuters 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41700000 | HUF |  |  |  |  |  |  |
| 3.5% | Quarterly | LCH/Citibank NA | 3/19/2031 |  | KRW-CD-KSDA-Bloomberg 3M |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167000000 | KRW |  |  |  |  |  |  |
| 3.5% | Quarterly | LCH/JP Morgan Securities LLC | 3/19/2031 |  | KRW-CD-KSDA-Bloomberg 3M |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167000000 | KRW |  |  |  |  |  |  |
| 3.5% | Quarterly | LCH/Citibank NA | 6/18/2031 |  | KRW-CD-KSDA-Bloomberg 3M |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297100000 | KRW |  |  |  |  |  |  |
| 3.5% | Quarterly | LCH/JP Morgan Securities LLC | 6/18/2031 |  | KRW-CD-KSDA-Bloomberg 3M |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297100000 | KRW |  |  |  |  |  |  |
| 7.5% | Monthly | CME/Citibank NA | 6/11/2031 |  | MXN-TIIE ON-OIS Compound 1 |  | Monthly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900000 | MXN |  |  |  |  |  |  |
| 7.5% | Monthly | CME/Citibank NA | 6/11/2031 |  | MXN-TIIE ON-OIS Compound 1 |  | Monthly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900000 | MXN |  |  |  |  |  |  |
| 7.5% | Monthly | CME/JP Morgan Securities LLC | 3/12/2031 |  | MXN-TIIE ON-OIS Compound 1 |  | Monthly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000000 | MXN |  |  |  |  |  |  |
| 7.5% | Monthly | CME/JP Morgan Securities LLC | 3/12/2031 |  | MXN-TIIE ON-OIS Compound 1 |  | Monthly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000000 | MXN |  |  |  |  |  |  |
| 4.0% | Annual | LCH/Citibank NA | 3/19/2031 |  | 6M PLN-WIBOR-WIBO 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | PLN |  |  |  |  |  |  |
| 4.0% | Annual | LCH/Citibank NA | 3/19/2031 |  | 6M PLN-WIBOR-WIBO 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | PLN |  |  |  |  |  |  |
| 4.0% | Annual | LCH/JP Morgan Securities LLC | 9/17/2031 |  | 6M PLN-WIBOR-WIBO 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | PLN |  |  |  |  |  |  |
| 4.0% | Annual | LCH/JP Morgan Securities LLC | 6/18/2031 |  | 6M PLN-WIBOR-WIBO 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | PLN |  |  |  |  |  |  |
| 4.0% | Annual | LCH/JP Morgan Securities LLC | 6/18/2031 |  | 6M PLN-WIBOR-WIBO 6M |  | Semi-Annual |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | PLN |  |  |  |  |  |  |
| 6.5% | Quarterly | LCH/Citibank NA | 3/19/2031 |  | ZAR-JIBAR-SAFEX 3M |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100000 | ZAR |  |  |  |  |  |  |
| 6.5% | Quarterly | LCH/JP Morgan Securities LLC | 3/19/2031 |  | ZAR-JIBAR-SAFEX 3M |  | Quarterly |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | ZAR |  |  |  |  |  |  |
|  |  |  |  |  |  |  |  |  |  |  |  | $87125 |  | $16798 |  | $70327 |

---

(a) The notional amount of each credit default swap where the Fund has sold protection approximates the maximum potential amount of future payments that the Fund could be required to make if a credit event were to occur.

(b) Notional amount is stated in U.S. Dollars unless otherwise noted.

(c) Swaps with clearinghouses LCH Clearnet Group (LCH) and CME Group Inc (CME) are centrally cleared swaps.

(d) Represents floating rate.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Unified Series Trust

- **b. Investment Company Act file number:** 811-21237

- **c. CIK number of Registrant:** 0001199046

- **d. LEI of Registrant:** 549300NFHRL589EP7U13

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

  - **Street Address 1:** 225 Pictoria Drive

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 513-587-3400

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

- **a. Name of Series:** EFFICIENT ENHANCED MULTI-ASSET FUND

- **b. EDGAR series identifier (if any):** S000085337

- **c. LEI of Series:** 529900P9O1OX0M0UEI36

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $93474859.47

**Total Liabilities:** $5979072.54

**Net Assets:** $87495786.93

**Amount of Assets Invested in Other Investment Companies:** $15281884.12

**Cash Not Reported:** $19812760.26

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250334 | 1.45%                | 4.31%                | 4.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12218.28               | $-121261.02                                |
| Month 2  | $-19684.31               | $103724.13                                 |
| Month 3  | $2602.56                 | $170492.82                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-79.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -281250 | OU      | $-1.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $-17.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      388288 | OU      | $54.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4531703 | OU      | $-521.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      239444 | OU      | $328.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    43429002 | OU      | $-240.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $1143990.50   | 1.31%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      239000 | OU      | $1121.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | Robusta Coffee Future 10-Tonne                        | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |          -3 | NS      | $4310.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      398714 | OU      | $50.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35320 | OU      | $-403.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -62500 | OU      | $506.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $89.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35726500 | OU      | $-185.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      344420 | OU      | $127.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HUF 0.06 06/18/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |   -41700000 | PA      | $1917.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       50000 | OU      | $144.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1000034 | OU      | $81.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-93.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      173247 | OU      | $214.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35530 | OU      | $-462.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20500 | OU      | $-27.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $63.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66625 | OU      | $269.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     1125000 | OU      | $-11.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      275000 | OU      | $3972.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -21630753 | OU      | $215.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36934 | OU      | $156.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -521179 | OU      | $-1665.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      125000 | OU      | $-101.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      774426 | OU      | $-61.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-235.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3000 | OU      | $35.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-36.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      283182 | OU      | $199.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $-41.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2261167 | OU      | $-192.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2272013 | OU      | $73.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      172461 | OU      | $100.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1667055 | OU      | $104.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1408142 | OU      | $5.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $57.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Primary Aluminum Future                           | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |          31 | NS      | $20161.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $-1.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2499999 | OU      | $14.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       12000 | OU      | $58.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           9 | NS      | $5056.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     1000000 | OU      | $35.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       53356 | OU      | $11.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       50000 | OU      | $288.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32059 | OU      | $-376.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KCBT Hard Red Winter Wheat Future                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           4 | NS      | $5552.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |   139014005 | OU      | $9278.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX NY Harbor ULSD Futures                          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           4 | NS      | $17734.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Nickel Forward USD                                | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $3293.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $206.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-207.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |     2130030 | OU      | $-3916.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -12500 | OU      | $-212.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-375.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -73757750 | OU      | $-1229.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       38301 | OU      | $-84.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Wheat Future                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           9 | NS      | $16949.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Gas Oil Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |          13 | NS      | $93658.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    37835052 | OU      | $11.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      272232 | OU      | $1473.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       48322 | OU      | $253.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36376 | OU      | $224.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2199.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -425602 | OU      | $-12.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31707 | OU      | $97.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4000 | OU      | $-2.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IFSC NIFTY 50 Index Futures                           | CUSIP: N/A<br>LEI: 335800NLY5HYW9I7YE03       | Short            | DE               | CORP              | US        |          -1 | NS      | $684.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21575 | OU      | $-500.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2284631 | OU      | $-65.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4528338 | OU      | $-543.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -281222 | OU      | $12.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | White Sugar Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |         -13 | NS      | $6070.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      478994 | OU      | $3914.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    72122670 | OU      | $93.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6233724 | OU      | $-49.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      225000 | OU      | $-5153.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -37122 | OU      | $-190.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19088 | OU      | $123.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35546750 | OU      | $-310.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $94.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2199.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       34117 | OU      | $29.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6245117 | OU      | $-19.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2259714 | OU      | $-208.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Meal Future                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          10 | NS      | $8989.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1702052 | OU      | $67.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $1181395.43   | 1.35%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Brent Crude Oil Future                            | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           3 | NS      | $6000.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |     1635306 | OU      | $-4247.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | WCE Canola Future                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | CA        |           1 | NS      | $-55.76       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      130723 | OU      | $2160.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $7.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | OSE Nikkei 225 Index Future                           | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |           1 | NS      | $53700.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1995428 | OU      | $196.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -15000 | OU      | $-48.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -281264 | OU      | $-6.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $94.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 90 Day Australian Bank Accepted Bills Future      | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |         -12 | NS      | $3643.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      173099 | OU      | $193.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-47.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6249999 | OU      | $19.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $-26.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      716524 | OU      | $517.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |           2 | NS      | $45.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35737480 | OU      | $-178.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-105.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       11800 | OU      | $89.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -50000000 | OU      | $7156.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3869040 | OU      | $191.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22769 | OU      | $94.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6093750 | OU      | $-13.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex STOXX 600 Banks Index Future                    | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           1 | NS      | $1253.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      286628 | OU      | $561.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -790582 | OU      | $-458.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -12500 | OU      | $-212.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Future                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          38 | NS      | $61524.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      785421 | OU      | $38.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      266027 | OU      | $-3.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | MIAX Futures Onyx Hard Red Spring Wheat Futures       | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Short            | DCO              | CORP              | US        |          -5 | NS      | $-6275.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |         -66 | NS      | $572.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2225 | OU      | $-18.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   838575000 | OU      | $-72.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           7 | NS      | $2575.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6250000 | OU      | $26.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1451918 | OU      | $149.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163338 | OU      | $842.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       96841 | OU      | $1207.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1702052 | OU      | $-64.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $61.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1667055 | OU      | $105.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      169530 | OU      | $267.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $50.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4546900 | OU      | $-424.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       96766 | OU      | $1109.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -169312 | OU      | $156.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $-7.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4541696 | OU      | $-457.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1250000 | OU      | $-109.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -172370 | OU      | $-86.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6093749 | OU      | $-8.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      566258 | OU      | $387.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-29.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    18413280 | OU      | $-199.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $-33.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines     | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -10 | NS      | $-2274.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | ITRAXX EUROPE SERIES 44                               | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |    -2950000 | PA      | $76457.56     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        7500 | OU      | $12.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      150000 | OU      | $2065.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      173371 | OU      | $232.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX NY Harbor ULSD Futures                          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          11 | NS      | $107113.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      229808 | OU      | $1069.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36226250 | OU      | $161.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $97.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -172237 | OU      | $-67.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1500 | OU      | $3.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -37364 | OU      | $-897.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-109.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      400000 | OU      | $-1585.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-32.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8251 | OU      | $-44.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4534000 | OU      | $-506.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      421908 | OU      | $0.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association               | Fannie Mae Discount Notes                             | CUSIP: 313589VJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      500000 | PA      | $497923.34    | 0.57%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-296.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Cocoa Future                                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -11 | NS      | $119643.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $40.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -8333750 | OU      | $-23.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Micro Futures on DAX Index                            | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |          11 | NS      | $6378.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53953 | OU      | $-18.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |      500000 | OU      | $342.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        3500 | OU      | $45.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      774548 | OU      | $-57.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7806080 | OU      | $-52.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -94969250 | OU      | $-163.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        1500 | OU      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $194.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $-34.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8500 | OU      | $-4.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    87083200 | OU      | $-217.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      100000 | OU      | $83.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -345187 | OU      | $-11.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21579 | OU      | $-494.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $-7.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $313.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -281222 | OU      | $12.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC C Coffee Future                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |           3 | NS      | $-12603.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19109 | OU      | $-96.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -144570300 | OU      | $-461.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-373.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      281250 | OU      | $-1.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -9078150 | OU      | $521.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35057 | OU      | $-479.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      172459 | OU      | $99.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $63.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      130709 | OU      | $497.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    86457000 | OU      | $-943.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | FTSE 100 Index Future                                 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DE               | CORP              | GB        |          29 | NS      | $400016.67    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      281264 | OU      | $4.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |       69401 | OU      | $-5.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34708 | OU      | $-464.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -37876 | OU      | $-185.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      419099 | OU      | $2248.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4000 | OU      | $-2.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34187 | OU      | $-80.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-35.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Australian Dollar Currency Future                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          62 | NS      | $233173.61    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |     1100000 | OU      | $-2139.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36136000 | OU      | $98.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   836400000 | OU      | $-202.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Swedish Krona Currency Future                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           2 | NS      | $12126.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |     5784614 | OU      | $19313.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36436188 | OU      | $730.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     5000250 | OU      | $56.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      375000 | OU      | $-361.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      191528 | OU      | $138.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   958355030 | OU      | $3924.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |    94896518 | OU      | $143.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $195.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4500 | OU      | $-2.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    21829824 | OU      | $-2195.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     7740160 | OU      | $-369.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       10000 | OU      | $59.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1125000 | OU      | $29.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | French Government Bond Futures                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          16 | NS      | $4634.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4000 | OU      | $59.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |           9 | NS      | $948.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2268055 | OU      | $-116.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4369 | OU      | $-122.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      283065 | OU      | $187.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1250000 | OU      | $-109.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $89.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -281264 | OU      | $25.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10000 | OU      | $-114.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6478 | OU      | $9.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2294.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2693826 | OU      | $246.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        2500 | OU      | $27.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-179.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       87944 | OU      | $342.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -38250 | OU      | $-886.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        3000 | OU      | $19.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COMEX Silver Future                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           1 | NS      | $88410.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      266880 | OU      | $19.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME E-Mini Standard & Poor's 500 Index Future         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |          37 | NS      | $-25853.06    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      281222 | OU      | $-13.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -28000 | OU      | $-29.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ITRAXX EUROPE CROSSOVER SERIES 44                     | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |    -1300019 | PA      | $167621.43    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -239444 | OU      | $-384.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266026 | OU      | $17.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    18958237 | OU      | $230.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-95.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       36496 | OU      | $56.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       69026 | OU      | $49.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      374142 | OU      | $34.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -842584020 | OU      | $-165.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35181 | OU      | $-437.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36199 | OU      | $196.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66624 | OU      | $265.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-114.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $-14.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      131136 | OU      | $580.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266028 | OU      | $-12.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $-0.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | One-Month SOFR Futures                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |          -1 | NS      | $83.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     1000000 | OU      | $1999.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       62500 | OU      | $-300.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      450000 | OU      | $-1046.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -195941000 | OU      | $-1916.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4524153 | OU      | $-570.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -78407 | OU      | $-22.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1200000 | PA      | $1274986.54   | 1.46%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-296.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2271.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163338 | OU      | $842.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -172262 | OU      | $-71.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        | -1022742010 | OU      | $-10363.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |          15 | NS      | $1027.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME E-mini Russell 2000 Index Futures                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |          13 | NS      | $28000.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8500 | OU      | $-4.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      300000 | OU      | $4351.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -172365 | OU      | $-86.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1250000 | OU      | $-102.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -169312 | OU      | $156.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266026 | OU      | $-27.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Henry Hub Natural Gas Futures                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -2 | NS      | $3080.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $3.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $207.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      346356 | OU      | $409.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 5 Year Euro BOBL Future                         | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          36 | NS      | $9089.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      281264 | OU      | $4.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       94377 | OU      | $757.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $173.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $-26.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     2335591 | OU      | $-5.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |         500 | OU      | $0.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4292 | OU      | $-76.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |         -42 | NS      | $-5712.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      525386 | OU      | $1661.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1250000 | OU      | $-112.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -9112530 | OU      | $144.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36374 | OU      | $224.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HKEx USD/CNH Futures                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | CN        |          -1 | NS      | $1409.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7499248 | OU      | $71.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -281264 | OU      | $-6.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36413500 | OU      | $291.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $30.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2162.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -37365 | OU      | $-897.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       46392 | OU      | $205.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3913003 | OU      | $-90.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35530 | OU      | $-462.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |    36394530 | OU      | $-431.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6249999 | OU      | $14.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Nickel Future                                     | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           4 | NS      | $995.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36413750 | OU      | $291.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        3500 | OU      | $9.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |    16391420 | OU      | $-15996.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |     1372097 | OU      | $-631.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -345896 | OU      | $-10.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -268326 | OU      | $-195.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       37876 | OU      | $184.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     1000000 | OU      | $3207.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        1500 | OU      | $6.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -91083 | OU      | $-191.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $92.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36374 | OU      | $-60.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7824325 | OU      | $-169.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $-119.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |    18200129 | OU      | $-164.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      900000 | OU      | $6810.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |     1481847 | OU      | $597.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31625 | OU      | $32.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-71.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       38346 | OU      | $-25.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $94.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6528 | OU      | $14.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3000 | OU      | $-30.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-307.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6562500 | OU      | $-10.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     5000250 | OU      | $55.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-1.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31599 | OU      | $11.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64716 | OU      | $207.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Oil Future                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          12 | NS      | $29910.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -18066694 | OU      | $1550.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME British Pound Currency Future                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          39 | NS      | $-34211.03    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36875730 | OU      | $-612.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    26253865 | OU      | $52.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |    18104600 | OU      | $-1134.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      770783 | OU      | $-178.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      431164 | OU      | $-0.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35108 | OU      | $-339.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      375000 | OU      | $101.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -8332500 | OU      | $-20.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Wheat Future                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-2687.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-59.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     1000000 | OU      | $1952.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Platinum Future                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           2 | NS      | $17770.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $76.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -38251 | OU      | $-886.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4500 | OU      | $-74.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8665 | OU      | $42.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |         500 | OU      | $-0.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      500000 | OU      | $7003.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -405105 | OU      | $-410.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      433405 | OU      | $129.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-89.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -263125 | OU      | $-1327.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | TII 2 1/8 01/15/35                                    | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1300000 | PA      | $1391393.13   | 1.59%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-43.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1976378 | OU      | $8.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      530862 | OU      | $3554.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $91.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Number 11 World Sugar Future                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-380.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | White Sugar Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |          -1 | NS      | $120.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |     1000000 | OU      | $4145.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           7 | NS      | $2637.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31524 | OU      | $47.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       17330 | OU      | $82.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       56136 | OU      | $19.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34708 | OU      | $-464.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266026 | OU      | $-14.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19291 | OU      | $-140.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      266028 | OU      | $-16.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | CBOT 2 Year US Treasury Note Future                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           9 | NS      | $3012.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      431174 | OU      | $41.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2741160 | OU      | $375.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 30 Year Euro BUXL Future                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |           2 | NS      | $2108.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -21633678 | OU      | $212.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4292 | OU      | $-92.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -5000000 | OU      | $-445.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-27.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31595 | OU      | $8.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2276914 | OU      | $-19.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36017350 | OU      | $16.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        9000 | OU      | $32.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35320 | OU      | $-403.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       56308 | OU      | $303.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $538.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      532054 | OU      | $-72.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36376 | OU      | $-225.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -343797 | OU      | $-36.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36985500 | OU      | $-688.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      349926 | OU      | $35.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     3144590 | OU      | $270.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        1500 | OU      | $6.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3124456 | OU      | $411.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4540748 | OU      | $-463.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex DAX Index Future                                | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           4 | NS      | $122179.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -45289550 | OU      | $3121.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Norwegian Krone Currency Future                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           1 | NS      | $12974.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |    27041852 | OU      | $-2167.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      407605 | OU      | $14.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      786021 | OU      | $57.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $109.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36745 | OU      | $-156.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $650151.66    | 0.74%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36250250 | OU      | $177.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2162.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-40.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36496 | OU      | $-65.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -790202 | OU      | $-446.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EUX Short term Euro-BTP Futures                       | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          39 | NS      | $10819.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      255586 | OU      | $-1.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      172957 | OU      | $172.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | KRW 0.035 06/18/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | KR        |  -297100000 | PA      | $2869.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $116.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6508 | OU      | $-78.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -39500 | OU      | $-563.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        7500 | OU      | $12.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME E-Mini Standard & Poor's MidCap 400 Index         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           4 | NS      | $56666.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       23000 | OU      | $55.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-53.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | Cocoa Future                                          | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -5 | NS      | $76924.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4280 | OU      | $-117.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1500 | OU      | $-3.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $37.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -37876 | OU      | $-185.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      520845 | OU      | $783.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      517765 | OU      | $187.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB Index Mini Future                            | CUSIP: N/A<br>LEI: 8156005391EE905D3124       | Long             | DE               | CORP              | XX        |           1 | NS      | $2106.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31387 | OU      | $-155.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX NY Harbor ULSD Futures                          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           2 | NS      | $10957.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-93.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        9500 | OU      | $19.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSE COMMODITY DERIVATIVES MARKET                    | SAFEX White Maize Future                              | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | ZA        |          -3 | NS      | $2874.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |      167115 | OU      | $-206.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME South African Rand Currency Future                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          27 | NS      | $58175.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      106000 | OU      | $1217.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $30.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 3 Year Australian Bond Future                     | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DCO              | CORP              | AU        |        -125 | NS      | $-9406.54     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35802 | OU      | $-779.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $-25.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6528 | OU      | $14.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $208.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2500000 | OU      | $-26.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $70.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-304.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $44.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $1203977.23   | 1.38%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        3000 | OU      | $33.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-7.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      345896 | OU      | $10.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | United States Treasury Bill                           | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $1980365.00   | 2.26%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      500000 | OU      | $-1232.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163328 | OU      | $914.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Henry Hub Natural Gas Futures                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -4 | NS      | $2570.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      369154 | OU      | $36.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       67806 | OU      | $-256.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4500 | OU      | $-74.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -404534 | OU      | $-374.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |     1000000 | OU      | $3872.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE S&P ASX Share Price Index 200 Future              | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DE               | CORP              | AU        |          13 | NS      | $84724.53     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       50000 | OU      | $-1155.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1673732 | OU      | $-7.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22844 | OU      | $191.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $207.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -38476 | OU      | $-26.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-142.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     2928385 | OU      | $723.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         350 | OU      | $4.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8665 | OU      | $37.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Number 11 World Sugar Future                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |          14 | NS      | $370.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35635 | OU      | $-773.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      433231 | OU      | $119.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX.NA.IG Series 45                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -3000000 | PA      | $64690.53     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          48 | NS      | $29150.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    32036333 | OU      | $265.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2257759 | OU      | $-229.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36150750 | OU      | $108.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX NY Harbor ULSD Futures                          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           2 | NS      | $17824.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    96441546 | OU      | $1837.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35734000 | OU      | $-180.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       27500 | OU      | $317.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      150000 | OU      | $2038.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Feeder Cattle Future                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           1 | NS      | $-6100.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3814183 | OU      | $-543.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                | Euronext Milling Wheat Future                         | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |         -20 | NS      | $-12410.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36352 | OU      | $52.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $2.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      175000 | OU      | $-3990.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-304.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      774523 | OU      | $-58.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8500 | OU      | $-3.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      450000 | OU      | $-865.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $120.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       37836 | OU      | $27.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6500 | OU      | $-73.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35719750 | OU      | $-190.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        1000 | OU      | $1.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2736712 | OU      | $396.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |     6235000 | OU      | $783.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | TSE Japanese 10 Year Bond Futures                     | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Short            | DCO              | CORP              | JP        |          -5 | NS      | $-19113.54    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3912480 | OU      | $-87.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      100000 | OU      | $685.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4606 | OU      | $-152.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      321530 | OU      | $-1.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2267139 | OU      | $-126.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8000 | OU      | $-3.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1579201 | OU      | $-343.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5000 | OU      | $-5.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      600000 | OU      | $9308.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -12500 | OU      | $-34.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Rough Rice Future                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -2 | NS      | $-890.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      287330 | OU      | $635.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2399492 | OU      | $249.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2500 | OU      | $-1.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -513661 | OU      | $-199.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53008 | OU      | $-51.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      229807 | OU      | $1074.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       10022 | OU      | $74.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -55500 | OU      | $-962.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6524 | OU      | $-84.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6093749 | OU      | $7.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KCBT Hard Red Winter Wheat Future                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-1800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | SGX Mini Japan Government 10 Year Bond Future         | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Short            | DCO              | CORP              | JP        |         -25 | NS      | $-7557.36     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-17.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36538 | OU      | $-50.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2087.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Meal Future                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -8 | NS      | $-4240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      239444 | OU      | $328.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      375582 | OU      | $35.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Reformulated Gasoline Blendstock for Oxygen     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           9 | NS      | $44127.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6093750 | OU      | $12.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3848385 | OU      | $323.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36199 | OU      | $196.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -72258510 | OU      | $-188.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2029792 | OU      | $7.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Reformulated Gasoline Blendstock for Oxygen     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           4 | NS      | $22268.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      172970 | OU      | $174.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     1000000 | OU      | $4396.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |      506862 | OU      | $1024.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -145057100 | OU      | $-799.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $96.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34072 | OU      | $-786.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35587500 | OU      | $-282.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2267939 | OU      | $-118.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -28000 | OU      | $-29.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 2 Year Euro SCHATZ Future                       | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |           9 | NS      | $480.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Oil Future                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          33 | NS      | $113453.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36353 | OU      | $51.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7783394 | OU      | $92.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Light Sweet Crude Oil Future                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           2 | NS      | $7360.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      345896 | OU      | $13.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      344964 | OU      | $206.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36043500 | OU      | $34.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Number 11 World Sugar Future                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -2 | NS      | $-224.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -9087510 | OU      | $418.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |     2000000 | OU      | $6154.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-239.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX.NA.HY Series 45                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -1732500 | PA      | $135601.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -51281 | OU      | $-11.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34188 | OU      | $-80.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        3000 | OU      | $8.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -840976020 | OU      | $-70.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Long Gilt Future                                      | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -1 | NS      | $-619.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1000 | OU      | $2.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      500000 | OU      | $271.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Zinc Future                                       | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |          16 | NS      | $-7661.25     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -791729 | OU      | $-239.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6256512 | OU      | $-16.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           2 | NS      | $516.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-129.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266028 | OU      | $-12.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31609 | OU      | $19.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36744 | OU      | $-188.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Number 11 World Sugar Future                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -81 | NS      | $7361.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    54497937 | OU      | $-5360.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $14.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | United States Treasury Bill                           | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4956726.55   | 5.67%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34258 | OU      | $-132.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3847575 | OU      | $329.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19261 | OU      | $-101.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLN 0.04 6/18/2031                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |     -400000 | PA      | $1136.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6250000 | OU      | $31.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | United States Treasury Bill                           | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16000000 | PA      | $15853617.76  | 18.12%            | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     1125000 | OU      | $4377.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       14500 | OU      | $23.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | CBOT US Treasure Bond Futures                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          64 | NS      | $67981.17     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       50262 | OU      | $236.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      345124 | OU      | $249.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-70.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5500 | OU      | $-17.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -78224 | OU      | $35.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      173496 | OU      | $250.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4382 | OU      | $-119.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     3130784 | OU      | $-216.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2259327 | OU      | $-212.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Mexican Peso Currency Future                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          75 | NS      | $119977.93    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       14500 | OU      | $23.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6245118 | OU      | $-3.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     1125000 | OU      | $4377.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       50262 | OU      | $236.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3869325 | OU      | $189.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      282770 | OU      | $9.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35592 | OU      | $-101.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $99.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -15000 | OU      | $-48.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $921.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -78441 | OU      | $-33.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3824657 | OU      | $-476.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -73166000 | OU      | $-818.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -8333750 | OU      | $-25.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66625 | OU      | $270.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2267889 | OU      | $-118.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -169530 | OU      | $-278.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           7 | NS      | $2350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-60.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      344565 | OU      | $148.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-142.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Lead Future                                       | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $-3318.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      283058 | OU      | $186.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   145717763 | OU      | $1187.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     9069000 | OU      | $-433.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX.NA.IG Series 45                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -3000000 | PA      | $64690.53     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19331 | OU      | $-193.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32186 | OU      | $-761.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       53008 | OU      | $50.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |           5 | NS      | $806.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CTN Number 2 Cotton Future                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -5 | NS      | $195.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       25000 | OU      | $214.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           2 | NS      | $475.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -78048 | OU      | $91.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1702052 | OU      | $-67.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     2938085 | OU      | $891.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6478 | OU      | $9.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $48.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-235.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       43666 | OU      | $-304.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $40.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HKD 0.03 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |    -2500000 | PA      | $7234.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36384 | OU      | $-197.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      698386 | OU      | $-55.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22781 | OU      | $109.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -68425 | OU      | $-197.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4541872 | OU      | $-456.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      129990 | OU      | $356.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8500 | OU      | $-3.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      171831 | OU      | $8.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1040143 | OU      | $55.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-141.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1449503 | OU      | $107.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       53666 | OU      | $48.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       15000 | OU      | $105.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35082 | OU      | $-542.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $9.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -169530 | OU      | $-307.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $3.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        3000 | OU      | $8.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      386276 | OU      | $34.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8666 | OU      | $42.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       50000 | OU      | $-643.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 30 Year Euro BUXL Future                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |         -11 | NS      | $-40782.18    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7700175 | OU      | $626.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-6.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1702052 | OU      | $67.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      150000 | OU      | $2107.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      172382 | OU      | $88.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      771028 | OU      | $-170.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -52500 | OU      | $-680.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      388288 | OU      | $54.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CZK 0.040 03/19/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |    -4100000 | PA      | $3611.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $92.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -21608253 | OU      | $241.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -55500 | OU      | $-962.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |     8012324 | OU      | $2582.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2268042 | OU      | $-116.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2277689 | OU      | $-11.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 10 Year Euro BUND Future                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |           9 | NS      | $7868.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      500000 | OU      | $699.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3129430 | OU      | $209.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4500 | OU      | $-2.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 90 Day Australian Bank Accepted Bills Future      | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |          -3 | NS      | $-206.28      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -9089820 | OU      | $393.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66625 | OU      | $265.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77912 | OU      | $134.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $16.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6093749 | OU      | $-8.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      229807 | OU      | $1069.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19090 | OU      | $120.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31436 | OU      | $-116.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      169530 | OU      | $238.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $-14.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      169530 | OU      | $267.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      700000 | OU      | $-28.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      261231 | OU      | $957.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |   171349978 | OU      | $4352.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-BTP Italian Bond Futures                         | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          36 | NS      | $59524.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250001 | OU      | $16.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      100000 | OU      | $-633.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | White Sugar Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |         -10 | NS      | $2315.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      343714 | OU      | $24.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      775026 | OU      | $-42.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           6 | NS      | $1212.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |     7304449 | OU      | $1278.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     9110435 | OU      | $-741.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8665 | OU      | $54.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31500 | OU      | $-50.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Lead Forward USD                                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |          -2 | NS      | $543.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      349926 | OU      | $35.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $108.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35156 | OU      | $-540.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      266028 | OU      | $-16.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36133500 | OU      | $96.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      286499 | OU      | $548.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Light Sweet Crude Oil Future                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           1 | NS      | $4080.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      101148 | OU      | $1000.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4000 | OU      | $59.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      285598 | OU      | $453.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-141.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       87525 | OU      | $-430.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      266027 | OU      | $-3.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-25.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE                               | CBOE Volatility Index Future                          | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | Long             | DE               | CORP              | US        |           1 | NS      | $-198.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -78238 | OU      | $30.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     1000000 | OU      | $5360.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64716 | OU      | $196.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $3.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |      167851 | OU      | $12.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-30.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     8693194 | OU      | $4046.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -39500 | OU      | $-563.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266028 | OU      | $-9.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      157730 | OU      | $729.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZAR 0.065 3/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | ZA        |    -5000000 | PA      | $-953.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3824755 | OU      | $-475.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1891062 | OU      | $-18.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      147571 | OU      | $2035.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COMEX Gold 100 Troy Ounces Future                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           6 | NS      | $331096.21    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | TSE Mini Topix Future                                 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |           3 | NS      | $9771.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266028 | OU      | $-9.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       53008 | OU      | $50.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $15.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        9500 | OU      | $19.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    45541506 | OU      | $2180.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2693826 | OU      | $246.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66166 | OU      | $241.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31546 | OU      | $-30.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        4500 | OU      | $8.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     1412792 | OU      | $547.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     7643331 | OU      | $-990.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                           | Blackrock Liquidity Funds T-Fund Institutional Shares | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |       23894 | PA      | $23894.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     3742391 | OU      | $-5203.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       63743 | OU      | $455.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32033 | OU      | $-355.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36634000 | OU      | $-444.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    72246500 | OU      | $179.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE                                  | SGX INR/USD Future                                    | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Short            | DFE              | CORP              | US        |         -11 | NS      | $766.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      666688 | OU      | $56.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1506166 | OU      | $-13.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | Ultra 10-Year US Treasury Note Futures                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           7 | NS      | $6453.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2742253 | OU      | $273.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1125000 | OU      | $29.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1000 | OU      | $10.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $-1.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $30.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6562500 | OU      | $9.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $-682.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB Index Future                                 | CUSIP: N/A<br>LEI: 8156005391EE905D3124       | Long             | DE               | CORP              | XX        |           3 | NS      | $50767.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $158.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-276.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6250000 | OU      | $31.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8665 | OU      | $51.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |      204678 | OU      | $155.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       35775 | OU      | $103.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $1066367.69   | 1.22%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $75.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -345896 | OU      | $-10.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       38674 | OU      | $28.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34185 | OU      | $-78.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HKG Hang Seng Index Future                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |           8 | NS      | $3014.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36134000 | OU      | $97.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53666 | OU      | $-49.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-188.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -521839 | OU      | $-1794.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Primary Aluminum Forward USD                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $1180.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-53.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | CBOT 10 Year US Treasury Note                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         222 | NS      | $156580.91    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      500000 | OU      | $-3028.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   580068101 | OU      | $2686.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $5.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6562500 | OU      | $-10.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 2 Year Euro SCHATZ Future                       | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |         -56 | NS      | $-14473.94    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    72461670 | OU      | $329.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -144561000 | OU      | $-455.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       10022 | OU      | $74.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $-5.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      347078 | OU      | $514.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8000 | OU      | $3.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      500000 | OU      | $1333.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      431565 | OU      | $22.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -131850 | OU      | $-719.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -791624 | OU      | $-492.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |      500000 | OU      | $327.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2737522 | OU      | $414.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31696 | OU      | $-88.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $26.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -338863 | OU      | $0.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2741160 | OU      | $375.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        3000 | OU      | $32.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6243489 | OU      | $-14.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1702052 | OU      | $-58.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66166 | OU      | $241.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6524 | OU      | $-84.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -73764000 | OU      | $-1234.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      432649 | OU      | $85.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       56308 | OU      | $303.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -51281 | OU      | $-12.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3823973 | OU      | $-480.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $43.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $1.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX.EM Series 44                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |     -300000 | PA      | $-3893.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8000 | OU      | $-3.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6253 | OU      | $-12.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35825000 | OU      | $-117.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36933 | OU      | $156.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | SGX FTSE Taiwan Index Futures                         | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | US        |          10 | NS      | $30525.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1000 | OU      | $10.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $203.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       45732 | OU      | $441.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $76.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |      136417 | OU      | $78.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1220254 | OU      | $42.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        2800 | OU      | $38.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      162369 | OU      | $778.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1489605 | OU      | $-50.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $3.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     1000000 | OU      | $1632.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-383.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19308 | OU      | $-162.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     3173486 | OU      | $1151.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2262714 | OU      | $-175.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $122.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -422656510 | OU      | $-164.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2462.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6253 | OU      | $-12.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $100.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HKD 0.03 6/18/2031                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |    -1600000 | PA      | $4466.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-106.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      500000 | OU      | $892.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31609 | OU      | $19.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      500000 | OU      | $766.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |          19 | NS      | $7968.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6250000 | OU      | $33.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66624 | OU      | $270.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -347230 | OU      | $-536.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $-2.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Cocoa Future                                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -3 | NS      | $64080.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -37122 | OU      | $-158.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      286176 | OU      | $514.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -425602 | OU      | $-12.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      422140 | OU      | $-2.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        3000 | OU      | $19.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1702052 | OU      | $-65.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1673732 | OU      | $14.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2260072 | OU      | $-204.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      348644 | OU      | $10.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 10 Year Australian Bond Future                    | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DCO              | CORP              | AU        |          13 | NS      | $12191.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           1 | NS      | $295.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       11500 | OU      | $128.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -130238 | OU      | $-405.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      788421 | OU      | $134.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX.NA.HY Series 45                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -1732500 | PA      | $135601.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66167 | OU      | $240.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3143570 | OU      | $-237.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36374 | OU      | $-225.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -38836400 | OU      | $979.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Primary Aluminum Forward USD                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $-387.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | Ultra U.S. Treasury Bond Futures                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          19 | NS      | $24708.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -169313 | OU      | $163.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36384 | OU      | $-60.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31500 | OU      | $-50.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -31080480 | OU      | $710.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CTN Frozen Concentrated Orange Juice A          | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -1 | NS      | $2137.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4530231 | OU      | $-531.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex Stoxx Europe 600 Futures                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |          12 | NS      | $27033.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -338863 | OU      | $0.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2298766 | OU      | $-220.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Canadian Dollar Currency Future                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          20 | NS      | $-2338.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6254883 | OU      | $-3.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |      400000 | OU      | $4842.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8665 | OU      | $51.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      387478 | OU      | $62.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME New Zealand Dollar Currency Future                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          14 | NS      | $-5811.57     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266026 | OU      | $11.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First American Funds Inc.                           | First American Government Obligations Fund            | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |    21969151 | PA      | $21969150.86  | 25.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      281264 | OU      | $-27.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         350 | OU      | $4.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4558754 | OU      | $-348.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $1132.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2500 | OU      | $-10.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $-25.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      162369 | OU      | $764.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        2500 | OU      | $3.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6250000 | OU      | $33.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4534019 | OU      | $-506.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -791697 | OU      | $-494.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31640 | OU      | $44.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8500 | OU      | $-5.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1718967 | OU      | $-6.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       48322 | OU      | $253.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    71426800 | OU      | $-389.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |          16 | NS      | $1362.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -345896 | OU      | $-13.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2973115 | OU      | $-1498.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-797.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |     1100000 | OU      | $21831.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $59.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Brent Crude Oil Last Day Future Contract        | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           1 | NS      | $110.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6500 | OU      | $-22.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       50500 | OU      | $107.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      500000 | OU      | $88.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      785721 | OU      | $48.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34140 | OU      | $-45.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        5000 | OU      | $12.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     4289256 | OU      | $-250.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2499999 | OU      | $23.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34073 | OU      | $-786.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1489605 | OU      | $-50.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $53.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1560268 | OU      | $-244.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31525 | OU      | $47.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53008 | OU      | $-51.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Wheat Future                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           6 | NS      | $3475.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1449993 | OU      | $115.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     8320728 | OU      | $24.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21764 | OU      | $-245.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4606 | OU      | $-152.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-412.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8666 | OU      | $42.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1000 | OU      | $2.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $86.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31438 | OU      | $-115.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       46460 | OU      | $247.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163328 | OU      | $903.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266026 | OU      | $-14.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   839025000 | OU      | $-46.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $48.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2500000 | OU      | $-51.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      288752 | OU      | $785.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       15000 | OU      | $105.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6243489 | OU      | $-16.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      500000 | OU      | $1050.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 90 Day Australian Bank Accepted Bills Future      | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |         -10 | NS      | $-154.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       64754 | OU      | $-1462.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       62969 | OU      | $-157.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32089 | OU      | $-399.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8500 | OU      | $-11.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31638 | OU      | $42.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |           6 | NS      | $1606.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19340 | OU      | $-204.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Future on STOXX Europe 600 ESG-X                      | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           2 | NS      | $3977.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4570174 | OU      | $-275.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Number 11 World Sugar Future                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -24 | NS      | $9195.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31500 | OU      | $-66.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-66.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-218.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22767 | OU      | $91.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $-242.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Lean Hogs Future                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           7 | NS      | $-970.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      292875 | OU      | $3085.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22766 | OU      | $90.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -357301 | OU      | $-0.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $84.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6254882 | OU      | $-19.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      171833 | OU      | $8.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLN 0.04 6/18/2031                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |     -300000 | PA      | $852.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |           7 | NS      | $1787.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      434199 | OU      | $175.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      147570 | OU      | $2035.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      169313 | OU      | $-198.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HKD 0.03 6/18/2031                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |    -1600000 | PA      | $4466.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $206.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-212.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-BTP Italian Bond Futures                         | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          21 | NS      | $5019.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      258852 | OU      | $76.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $123.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53008 | OU      | $-38.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8500 | OU      | $-3.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Wheat Future                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -7 | NS      | $-13825.40    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6500 | OU      | $-73.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3158100 | OU      | $-653.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2275 | OU      | $-17.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      393570 | OU      | $1772.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        2500 | OU      | $6.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      346366 | OU      | $410.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -9099000 | OU      | $113.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | French Government Bond Futures                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          70 | NS      | $81032.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5000 | OU      | $-5.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          11 | NS      | $4671.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36555750 | OU      | $-390.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -401105 | OU      | $-159.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8249 | OU      | $-40.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     4999500 | OU      | $51.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      100000 | OU      | $386.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -12500 | OU      | $-18.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      787621 | OU      | $108.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      100000 | OU      | $355.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35964500 | OU      | $-20.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Long Gilt Future                                      | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          50 | NS      | $79987.37     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           3 | NS      | $775.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     5000000 | OU      | $588.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833361 | OU      | $67.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       35774 | OU      | $102.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -5000000 | OU      | $-445.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $153.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      282352 | OU      | $112.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        6500 | OU      | $11.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   420797240 | OU      | $53.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HKD 0.03 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |    -2500000 | PA      | $7234.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1702052 | OU      | $59.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | SGX Nikkei 225 Stock Index Future                     | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | JP        |           9 | NS      | $183651.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |     1026846 | OU      | $8397.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Gas Oil Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           8 | NS      | $33558.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4527675 | OU      | $-547.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22770 | OU      | $95.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       89278 | OU      | $348.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Class III Milk Future                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           1 | NS      | $-1360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | KRW 0.035 06/18/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | KR        |  -297100000 | PA      | $2869.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        3500 | OU      | $9.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      182977 | OU      | $1829.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Henry Hub Natural Gas Futures                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -2 | NS      | $1480.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -9092910 | OU      | $359.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2699112 | OU      | $-215.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36553000 | OU      | $-388.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        6478 | OU      | $-8.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6266276 | OU      | $-40.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       89278 | OU      | $346.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      130466 | OU      | $449.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2399492 | OU      | $249.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -9360649 | OU      | $1590.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500376 | OU      | $78.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | MXN 7.5 06/11/2031 OIS                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |    -3900000 | PA      | $3558.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      528155 | OU      | $-582.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -131699 | OU      | $-690.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       25000 | OU      | $2.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2741160 | OU      | $375.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36374 | OU      | $60.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | E-mini Dow Jones Industrial Average Index Futures     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |           4 | NS      | $5115.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $84.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $193.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      368966 | OU      | $50.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-35.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $-26.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |     5210565 | OU      | $8352.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -357301 | OU      | $1.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $-33.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | TSE Japanese 10 Year Bond Futures                     | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DCO              | CORP              | JP        |           3 | NS      | $8597.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $120.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      386276 | OU      | $34.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      130629 | OU      | $276.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    22919279 | OU      | $1260.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    25868373 | OU      | $-2421.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1000000 | OU      | $-591.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        9000 | OU      | $32.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HUF 0.06 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |   -46700000 | PA      | $2221.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Light Sweet Crude Oil Future                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          12 | NS      | $37577.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       25000 | OU      | $213.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -401051 | OU      | $-156.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 10 Year Euro BUND Future                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |          -8 | NS      | $-18095.38    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35914830 | OU      | $-54.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLN 0.04 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |     -900000 | PA      | $2820.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       38307 | OU      | $-76.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Lead Forward USD                                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |          -1 | NS      | $869.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22782 | OU      | $110.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      231956 | OU      | $992.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35108 | OU      | $-339.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1478857 | OU      | $-615.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $40.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 5 Year Euro BOBL Future                         | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |          -4 | NS      | $-2804.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Euro FX/Japanese Yen Cross Rate Currency          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | JP        |           6 | NS      | $12570.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $-42.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    71598010 | OU      | $-270.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2736712 | OU      | $396.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      266870 | OU      | $18.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       83937 | OU      | $-5846.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      131231 | OU      | $598.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $94.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6250000 | OU      | $26.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2500000 | OU      | $51.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      387478 | OU      | $62.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          11 | NS      | $5147.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833361 | OU      | $55.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      209809 | OU      | $1308.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | Ultra U.S. Treasury Bond Futures                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-1156.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CZK 0.04 06/18/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |    -3300000 | PA      | $3134.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      500000 | OU      | $792.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2299186 | OU      | $-224.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       45597 | OU      | $265.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2266784 | OU      | $-130.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31621 | OU      | $29.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $30.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       50000 | OU      | $-772.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1400000 | PA      | $1443299.55   | 1.65%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       46460 | OU      | $247.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-144.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-212.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     3960358 | OU      | $-4431.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        2800 | OU      | $38.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      366108 | OU      | $3859.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Future                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           3 | NS      | $1475.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36014 | OU      | $-195.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $-42.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      431174 | OU      | $41.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       96756 | OU      | $1096.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $17.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-27.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    71345060 | OU      | $-446.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-72.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $-52.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833360 | OU      | $66.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      129989 | OU      | $356.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      500000 | OU      | $910.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC C Coffee Future                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -2 | NS      | $12318.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |         500 | OU      | $0.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      231956 | OU      | $992.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      172379 | OU      | $88.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77874 | OU      | $147.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Reformulated Gasoline Blendstock for Oxygen     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           6 | NS      | $16445.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    37966817 | OU      | $423.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6233724 | OU      | $-40.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      526011 | OU      | $1782.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -68124 | OU      | $22.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    43491002 | OU      | $-169.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Henry Hub Natural Gas Futures                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           4 | NS      | $-1134.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6256510 | OU      | $-14.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34185 | OU      | $-78.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31488 | OU      | $-75.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -12500 | OU      | $-18.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          12 | NS      | $4943.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     5000000 | OU      | $-66.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77878 | OU      | $145.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-136.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      200000 | OU      | $-992.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           7 | NS      | $1993.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8665 | OU      | $42.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -281264 | OU      | $25.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32059 | OU      | $-376.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4542310 | OU      | $-453.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34918 | OU      | $-418.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1359884 | OU      | $-98.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME E Mini Financial Select Sector Futures            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           1 | NS      | $-1110.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     1143229 | OU      | $1902.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -759 | OU      | $-3.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-415.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31629 | OU      | $35.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $57.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                           | TEF SET50 Index Future                                | CUSIP: N/A<br>LEI: 5493006G4X6OUMF0CE07       | Long             | DE               | CORP              | TH        |          27 | NS      | $24502.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $-7.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           1 | NS      | $455.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36364000 | OU      | $-257.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-54.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1718967 | OU      | $-6.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-9.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2261337 | OU      | $-190.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Carbon Emissions Future                               | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | XX        |          -6 | NS      | $28718.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36875780 | OU      | $-612.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                | Euronext Rapeseed Future                              | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DCO              | CORP              | XX        |           6 | NS      | $-857.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6250000 | OU      | $0.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      100000 | OU      | $27.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6250000 | OU      | $25.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2273786 | OU      | $53.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Jun26                               | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |         -19 | NS      | $3489.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      655938 | OU      | $2952.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      500000 | OU      | $782.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   420305490 | OU      | $24.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      357470 | OU      | $36.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2087.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     1125000 | OU      | $-12.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2500000 | OU      | $26.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250001 | OU      | $3.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-418.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     8346772 | OU      | $22.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4623 | OU      | $-168.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53666 | OU      | $-39.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36125468 | OU      | $3148.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        6528 | OU      | $-14.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $203.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-55.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32029 | OU      | $-351.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4524142 | OU      | $-570.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | Montreal Exchange S&P/TSX 60 Index Future             | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DE               | CORP              | CA        |           8 | NS      | $139184.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      169530 | OU      | $238.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      169312 | OU      | $-190.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -8333750 | OU      | $-23.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      250000 | OU      | $7495.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $19.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   185527825 | OU      | $-842.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -398144 | OU      | $25.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -169530 | OU      | $-278.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       23000 | OU      | $55.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4531903 | OU      | $-520.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2260594 | OU      | $-198.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34259 | OU      | $-133.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-91.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       33789 | OU      | $-211.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1995428 | OU      | $196.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        3000 | OU      | $32.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2742252 | OU      | $273.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      162368 | OU      | $778.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     1000000 | OU      | $394.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | KRW 0.035 03/19/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | KR        |  -167000000 | PA      | $1796.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HUF 0.06 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |   -46700000 | PA      | $2221.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36633250 | OU      | $-444.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Lead Future                                       | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |         -18 | NS      | $5807.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      786146 | OU      | $61.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $90.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $11.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      272232 | OU      | $1473.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4536857 | OU      | $-488.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       68059 | OU      | $-70.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $173.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $116.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4383 | OU      | $-119.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |     2600000 | OU      | $19291.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | Cocoa Future                                          | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -3 | NS      | $43788.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           3 | NS      | $605.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       36496 | OU      | $56.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3817760 | OU      | $-520.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -78180 | OU      | $49.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | XX        |          -1 | NS      | $-268.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4446 | OU      | $-103.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |     1602112 | OU      | $386.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2262309 | OU      | $-179.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       33792 | OU      | $-209.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3903768 | OU      | $-31.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       83497 | OU      | $-6366.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | OSE Nikkei 225 mini Future                            | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |           1 | NS      | $3704.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | ZAR 0.065 3/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | ZA        |    -5100000 | PA      | $-972.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Light Sweet Crude Oil Future                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          20 | NS      | $25782.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      534356 | OU      | $105.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      951066 | OU      | $1.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      132238 | OU      | $795.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Swiss Franc Currency Future                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           9 | NS      | $3351.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      345896 | OU      | $13.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Future                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          19 | NS      | $25804.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     7621595 | OU      | $-1129.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      239000 | OU      | $1121.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833361 | OU      | $56.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -419003260 | OU      | $53.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     5000000 | OU      | $-66.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1220254 | OU      | $41.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Lead Forward USD                                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |          -1 | NS      | $344.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-3.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         350 | OU      | $4.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      688838 | OU      | $89.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        3500 | OU      | $45.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       27500 | OU      | $317.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2500 | OU      | $-1.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4568043 | OU      | $-288.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36167 | OU      | $-49.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        5000 | OU      | $12.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | KRW 0.035 03/19/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | KR        |  -167000000 | PA      | $1796.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2955115 | OU      | $-1186.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4557360 | OU      | $-357.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           2 | NS      | $-246.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $80.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      100000 | OU      | $553.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53953 | OU      | $-18.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4623 | OU      | $-168.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-28.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           2 | NS      | $740.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19347 | OU      | $-213.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES        | OML Stockholm OMXS30 Index Future                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SE        |          25 | NS      | $21373.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JSE EQUITY DERIVATIVES MARKET                       | SAFEX FTSE/JSE Top 40 Index Future                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | ZA        |           8 | NS      | $39055.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Lean Hogs Future                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           8 | NS      | $4850.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       46500 | OU      | $148.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      375582 | OU      | $35.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     8345519 | OU      | $20.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       56680 | OU      | $760.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -404526 | OU      | $-374.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-130.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      774461 | OU      | $-60.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 90 Day Australian Bank Accepted Bills Future      | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |          -3 | NS      | $-93.13       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      118453 | OU      | $221.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35803 | OU      | $-779.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HUF 0.06 06/18/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |   -41700000 | PA      | $1917.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       67981 | OU      | $-127.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | TSE TOPIX (Tokyo Price Index) Future                  | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |           6 | NS      | $216481.17    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        1500 | OU      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2225 | OU      | $-18.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $100.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -239444 | OU      | $-384.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | WCE Canola Future                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | CA        |           4 | NS      | $413.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       63018 | OU      | $-118.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | MIAX Futures Onyx Hard Red Spring Wheat Futures       | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Short            | DCO              | CORP              | US        |          -2 | NS      | $-1887.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       12000 | OU      | $58.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       53666 | OU      | $48.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -4530206 | OU      | $298.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLN 0.04 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |    -1000000 | PA      | $3134.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $-17.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -146408952 | OU      | $-1656.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-34.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -72295010 | OU      | $-213.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-89.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $6.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        6528 | OU      | $-14.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833362 | OU      | $55.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $-0.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -172241 | OU      | $-68.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $40.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6247 | OU      | $-19.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 10 Year Euro BUND Future                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          33 | NS      | $13086.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31633 | OU      | $-39.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       11022 | OU      | $93.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6093750 | OU      | $-13.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266026 | OU      | $-11.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      374142 | OU      | $34.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1250000 | OU      | $-102.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36933 | OU      | $189.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-32.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36039250 | OU      | $31.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Wheat Future                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-2312.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19106 | OU      | $-100.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          22 | NS      | $132.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       62901 | OU      | $-211.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      200000 | OU      | $-4596.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      433326 | OU      | $125.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      167008 | OU      | $774.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35082 | OU      | $-542.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $181.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        6528 | OU      | $-8.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      169313 | OU      | $-198.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       38674 | OU      | $28.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-191.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2500000 | OU      | $26.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1478257 | OU      | $-605.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3802 | OU      | $-134.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                | Euronext Milling Wheat Future                         | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |         -10 | NS      | $-6279.19     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19153 | OU      | $-38.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6247 | OU      | $-19.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -38872 | OU      | $-26.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |     1000000 | OU      | $4048.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLN 0.04 09/17/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |     -100000 | PA      | $248.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      500000 | OU      | $-425.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -172232 | OU      | $-66.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -783482 | OU      | $-230.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $203.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1673732 | OU      | $-7.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -436609266 | OU      | $-3096.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | Robusta Coffee Future 10-Tonne                        | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |          -6 | NS      | $6090.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Wheat Future                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-2387.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4546822 | OU      | $-424.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       45018 | OU      | $-1.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1546872 | OU      | $-15.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      183021 | OU      | $1886.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -54425334 | OU      | $2475.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $633342.52    | 0.72%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $11.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1702052 | OU      | $66.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       68180 | OU      | $49.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2500 | OU      | $-10.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4368 | OU      | $-122.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -78156 | OU      | $57.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      382747 | OU      | $36.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Live Cattle Future                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           9 | NS      | $-11890.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | XX        |          -2 | NS      | $-151.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -169530 | OU      | $-307.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10000 | OU      | $-114.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2965915 | OU      | $-1373.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -68282 | OU      | $-92.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | Montreal Exchange 2 Year Canadian Bond Future         | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |          22 | NS      | $1147.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |      500000 | OU      | $341.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Live Cattle Future                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           6 | NS      | $-14668.49    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Gas Oil Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           1 | NS      | $5925.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35600750 | OU      | $-273.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $38.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           6 | NS      | $1737.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      191727 | OU      | $1873.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      169312 | OU      | $-190.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32026 | OU      | $-350.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    45379601 | OU      | $1994.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500376 | OU      | $84.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        | -1684487000 | OU      | $-262.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31548 | OU      | $-28.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -78485 | OU      | $-47.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21765 | OU      | $-243.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |      613554 | OU      | $-4162.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163340 | OU      | $856.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-30.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |         500 | OU      | $-0.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    46275001 | OU      | $3020.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | SGX MSCI Singapore Index Future                       | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |           8 | NS      | $-685.67      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32026 | OU      | $-349.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -741 | OU      | $-3.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |    94749270 | OU      | $104.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36135250 | OU      | $98.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |         -20 | NS      | $-5337.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -27500 | OU      | $-74.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666723 | OU      | $100.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HKG Mini-Hang Seng Index Future                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |           2 | NS      | $-58.70       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66626 | OU      | $265.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $4.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -268326 | OU      | $-268.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1667056 | OU      | $104.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -62500 | OU      | $1032.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -167450 | OU      | $106.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   142176363 | OU      | $-1282.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     1000000 | OU      | $1762.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36019750 | OU      | $17.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | Montreal Exchange 10 Year Canadian Bond Future        | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |          75 | NS      | $26562.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -129651 | OU      | $-87.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -73265100 | OU      | $-887.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -168170 | OU      | $-108.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $44.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      130738 | OU      | $502.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32029 | OU      | $-352.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      173495 | OU      | $250.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3137486 | OU      | $-43.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      432507 | OU      | $77.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      191727 | OU      | $1873.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $97.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2500000 | OU      | $-51.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2299804 | OU      | $231.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36199 | OU      | $61.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        6478 | OU      | $-8.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $17.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4542584 | OU      | $-451.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666054 | OU      | $114.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1250000 | OU      | $-112.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36496 | OU      | $-65.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        7000 | OU      | $11.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31393 | OU      | $-151.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 90 Day Australian Bank Accepted Bills Future      | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |        -105 | NS      | $19675.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64716 | OU      | $206.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-18.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500376 | OU      | $84.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $-555.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |      136394 | OU      | $61.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    76519250 | OU      | $2680.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36364250 | OU      | $-257.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       38306 | OU      | $27.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-178.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19185 | OU      | $2.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         350 | OU      | $4.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Brazilian Real Currency Future                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          15 | NS      | $1849.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     7653635 | OU      | $-924.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6093749 | OU      | $7.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      292875 | OU      | $3406.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36208000 | OU      | $148.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-62.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31704 | OU      | $95.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |         500 | OU      | $2.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19314 | OU      | $-170.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1555414 | OU      | $-88.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -345188 | OU      | $-11.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32089 | OU      | $-399.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -8333750 | OU      | $-25.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      130508 | OU      | $253.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -398109 | OU      | $28.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6528 | OU      | $8.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -85817760 | OU      | $1676.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-38.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -5738392 | OU      | $-19385.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |     1000000 | OU      | $4264.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BURSA MALAYSIA                                      | MDE Crude Palm Oil Future                             | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Short            | DCO              | CORP              | MY        |          -1 | NS      | $77.49        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -8332500 | OU      | $-20.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1673732 | OU      | $14.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4292 | OU      | $-76.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6250000 | OU      | $25.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1702052 | OU      | $66.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     7054627 | OU      | $1756.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $203.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666056 | OU      | $111.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          23 | NS      | $10441.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       87341 | OU      | $-678.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8500 | OU      | $-11.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $89.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1718967 | OU      | $17.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -8024187 | OU      | $438.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       50262 | OU      | $231.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-33.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   836960980 | OU      | $-169.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-124.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      157730 | OU      | $729.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Euro Foreign Exchange Currency Future             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          34 | NS      | $-8533.64     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -142071000 | OU      | $1264.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      533471 | OU      | $4063.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     9713503 | OU      | $15755.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35634 | OU      | $-773.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      368966 | OU      | $50.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35974250 | OU      | $-13.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      275000 | OU      | $4111.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    31910063 | OU      | $-129.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | MXN 7.5 06/11/2031 OIS                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |    -3900000 | PA      | $3558.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      131187 | OU      | $590.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       11800 | OU      | $89.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31593 | OU      | $6.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $206.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Oil Future                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           1 | NS      | $2064.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     5000250 | OU      | $55.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |     1213631 | OU      | $28.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -4570501 | OU      | $-143.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       50262 | OU      | $223.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31567 | OU      | $13.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       27256 | OU      | $-0.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      101148 | OU      | $1000.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | ICE US mini MSCI EAFE Index Futures                   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |          12 | NS      | $155731.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       48344 | OU      | $279.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32187 | OU      | $-761.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       11022 | OU      | $93.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -357301 | OU      | $-0.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31574 | OU      | $8.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        6000 | OU      | $9.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        4500 | OU      | $-24.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1250000 | OU      | $-109.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       88625 | OU      | $1184.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |     2008001 | OU      | $-9162.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           2 | NS      | $-167.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      292875 | OU      | $3086.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36934 | OU      | $141.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $-5.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $839.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -18219114 | OU      | $294.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $1177138.17   | 1.35%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | MXN 7.5 03/12/2031 OIS                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |    -9000000 | PA      | $9602.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      282984 | OU      | $178.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -579680656 | OU      | $-2699.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       11500 | OU      | $128.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -12500 | OU      | $-34.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4556901 | OU      | $-360.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      266027 | OU      | $-23.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     3123050 | OU      | $-404.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 3 Year Australian Bond Future                     | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DCO              | CORP              | AU        |           5 | NS      | $856.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $81.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     3549485 | OU      | $-6025.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34918 | OU      | $-418.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35913500 | OU      | $-55.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -269766 | OU      | $-81.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -851200000 | OU      | $-678.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      132247 | OU      | $797.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 10 Year Australian Bond Future                    | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DCO              | CORP              | AU        |         -54 | NS      | $-50310.91    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -64134 | OU      | $-764.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          36 | NS      | $18015.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      268326 | OU      | $265.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |    13500000 | OU      | $-2627.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       10000 | OU      | $59.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-34.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      393072 | OU      | $-2.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      422505 | OU      | $-165.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    86791000 | OU      | $-558.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $1106119.37   | 1.26%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND FUTURES & OPTIONS                       | NZF 3 Month Bank Accepted New Zealand Bill            | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DCO              | CORP              | NZ        |           2 | NS      | $305.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           4 | NS      | $372.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1702052 | OU      | $-67.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $267.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8500 | OU      | $-5.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       51386 | OU      | $238.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      400000 | OU      | $2750.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Live Cattle Future                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          14 | NS      | $-21030.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -345896 | OU      | $-13.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35130 | OU      | $-335.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -687873 | OU      | $50.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       89278 | OU      | $346.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      382748 | OU      | $36.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -44129008 | OU      | $-562.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36056700 | OU      | $43.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-36.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -268326 | OU      | $-268.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666056 | OU      | $114.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |     7572161 | OU      | $251.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      281222 | OU      | $-13.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6250000 | OU      | $0.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36137 | OU      | $0.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -73506000 | OU      | $-1054.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        2000 | OU      | $-19.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $3.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7803875 | OU      | $-38.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -73668000 | OU      | $-1167.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -345932 | OU      | $-347.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53008 | OU      | $-38.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     1000000 | OU      | $763.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $72.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6093750 | OU      | $12.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1452275 | OU      | $155.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266028 | OU      | $17.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        6528 | OU      | $-8.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1758956 | OU      | $60.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53666 | OU      | $-39.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $84.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2499999 | OU      | $-14.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      434000 | OU      | $164.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      502560 | OU      | $14.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex EURO STOXX Banks Index Future                   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           2 | NS      | $-669.01      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $135.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-17.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -268326 | OU      | $-195.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex Dow Jones EURO STOXX 50 Dividend Future         | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           1 | NS      | $271.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $1072444.14   | 1.23%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10500 | OU      | $-12.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -516710 | OU      | $-793.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 90 Day Australian Bank Accepted Bills Future      | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |          -4 | NS      | $-220.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1500 | OU      | $3.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           5 | NS      | $562.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $4.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Primary Aluminum Forward USD                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $1248.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      100000 | OU      | $403.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-58.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -45574736 | OU      | $-364.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      130486 | OU      | $453.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2499999 | OU      | $23.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1702052 | OU      | $-65.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      625000 | OU      | $926.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME E-Mini NASDAQ 100 Index Future                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           3 | NS      | $-19917.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $5.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      173099 | OU      | $193.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       46392 | OU      | $205.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       50262 | OU      | $223.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     5000000 | OU      | $588.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $75.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       37876 | OU      | $184.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36137 | OU      | $0.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IFSC NIFTY 50 Index Futures                           | CUSIP: N/A<br>LEI: 335800NLY5HYW9I7YE03       | Long             | DE               | CORP              | US        |          14 | NS      | $-12052.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      430972 | OU      | $-11.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      500000 | OU      | $846.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31577 | OU      | $-5.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     8320728 | OU      | $22.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       62500 | OU      | $-221.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $6.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       34118 | OU      | $29.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4447 | OU      | $-103.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19153 | OU      | $-38.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31438 | OU      | $-115.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $1146558.36   | 1.31%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1702052 | OU      | $-58.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36199 | OU      | $61.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ITRAXX EUROPE SERIES 44                               | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |    -2950000 | PA      | $76457.56     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Live Cattle Future                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           2 | NS      | $-980.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | Montreal Exchange 5 Year Canadian Bond Future         | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |          13 | NS      | $2593.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -63298 | OU      | $-102.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-138.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-32.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Copper Forward USD                                | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $-2801.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    22930529 | OU      | $1273.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Corn Future                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -23 | NS      | $-14937.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       89278 | OU      | $348.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31579 | OU      | $-3.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35545000 | OU      | $-311.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -130325 | OU      | $-422.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $89.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -357301 | OU      | $1.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      400000 | PA      | $405264.27    | 0.46%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          10 | NS      | $4620.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Corn Future                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -6 | NS      | $-1125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36237250 | OU      | $168.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66167 | OU      | $240.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      865337 | OU      | $173.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6562500 | OU      | $9.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $-26.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      162370 | OU      | $764.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      666688 | OU      | $56.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CTN Number 2 Cotton Future                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -43 | NS      | $-7352.46     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    45362651 | OU      | $1975.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2500000 | OU      | $-26.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Corn Future                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -63 | NS      | $-43835.12    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-35.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          25 | NS      | $10312.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -38852875 | OU      | $873.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      562500 | OU      | $-8885.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      346613 | OU      | $446.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BURSA MALAYSIA                                      | MDE Crude Palm Oil Future                             | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Short            | DCO              | CORP              | MY        |          -3 | NS      | $156.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       50500 | OU      | $107.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -86784170 | OU      | $559.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |     3734500 | OU      | $28480.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20500 | OU      | $-27.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       17330 | OU      | $82.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35180 | OU      | $-437.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -172271 | OU      | $-72.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       64755 | OU      | $-1459.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $206.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -344523 | OU      | $-142.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -100219690 | OU      | $-847.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |           6 | NS      | $421.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266028 | OU      | $-27.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        2500 | OU      | $3.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       11000 | OU      | $20.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4568020 | OU      | $-288.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex EURO STOXX 50 Future                            | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |          35 | NS      | $116656.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8665 | OU      | $54.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      292694 | OU      | $0.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7499248 | OU      | $71.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4556180 | OU      | $-364.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36986750 | OU      | $-689.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CTN Number 2 Cotton Future                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |           1 | NS      | $1059.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -281250 | OU      | $-1.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |          25 | NS      | $6777.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $44.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3802 | OU      | $-134.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |    18145371 | OU      | $-805.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4531596 | OU      | $-522.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          34 | NS      | $8477.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -759 | OU      | $-3.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $72.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-340.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       46500 | OU      | $148.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8249 | OU      | $-40.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND FUTURES & OPTIONS                       | NZF 3 Month Bank Accepted New Zealand Bill            | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DCO              | CORP              | NZ        |           4 | NS      | $251.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $14.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       75000 | OU      | $-83.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $194.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266026 | OU      | $-11.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      280680 | OU      | $82.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $48.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      131058 | OU      | $565.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      292875 | OU      | $3406.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2273241 | OU      | $59.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $208.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX.EM Series 44                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |     -300000 | PA      | $-3893.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $728.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1371086 | OU      | $5.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | ICE US MSCI Emerging Markets EM Index Futures         | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |          24 | NS      | $228566.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      600000 | OU      | $2284.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2259989 | OU      | $-205.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       46390 | OU      | $198.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19347 | OU      | $-214.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       56680 | OU      | $760.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -419089510 | OU      | $48.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $135.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -791704 | OU      | $-238.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -67981 | OU      | $128.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53666 | OU      | $-49.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36228250 | OU      | $162.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        2500 | OU      | $6.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-427.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -23304840 | OU      | $568.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -405436 | OU      | $-431.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $99.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        4500 | OU      | $-24.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $84.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           3 | NS      | $487.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | Micro WTI Crude Oil Future                            | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           6 | NS      | $2939.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        6500 | OU      | $11.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     6266276 | OU      | $-49.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      400000 | PA      | $486935.98    | 0.56%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |     1365782 | OU      | $-1548.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2275 | OU      | $-17.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8500 | OU      | $-3.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1702052 | OU      | $59.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-79.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     4999500 | OU      | $51.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |    11152869 | OU      | $-1173.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2499999 | OU      | $-23.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2271.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $13.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      398714 | OU      | $50.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $-0.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   420874240 | OU      | $58.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      300000 | OU      | $1004.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1718967 | OU      | $17.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CZK 0.040 03/19/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |    -4100000 | PA      | $3611.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   420282990 | OU      | $22.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $11.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163328 | OU      | $903.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       50000 | OU      | $136.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      282365 | OU      | $113.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4000 | OU      | $-59.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      369154 | OU      | $36.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     1000000 | OU      | $4815.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        1000 | OU      | $1.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-27.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666723 | OU      | $100.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       33000 | OU      | $383.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8251 | OU      | $-44.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666054 | OU      | $111.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        6000 | OU      | $9.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $3.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        4500 | OU      | $8.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      281264 | OU      | $-27.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $649.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31680 | OU      | $-75.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-211.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35056 | OU      | $-479.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      229806 | OU      | $1074.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-13.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       87944 | OU      | $342.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3817758 | OU      | $-520.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3823823 | OU      | $-481.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1474838 | OU      | $546.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        6000 | OU      | $58.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163328 | OU      | $914.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -194096538 | OU      | $-1428.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -129791 | OU      | $-114.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -169313 | OU      | $163.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     8346772 | OU      | $24.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-124.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35957 | OU      | $-101.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36376 | OU      | $224.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31988 | OU      | $319.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Brent Crude Oil Future                            | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |          19 | NS      | $70363.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                        | United States Treasury Bill                           | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4939677.80   | 5.65%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Corn Future                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          20 | NS      | $8810.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4293 | OU      | $-92.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -172268 | OU      | $-72.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833362 | OU      | $67.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2737522 | OU      | $414.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2966500 | OU      | $-1383.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1702052 | OU      | $65.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3000 | OU      | $-30.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -63393 | OU      | $-178.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       75000 | OU      | $-83.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4541427 | OU      | $-459.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      534068 | OU      | $4179.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   143865000 | OU      | $-28.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19262 | OU      | $-102.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Japanese Yen Currency Future                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -66 | NS      | $10185.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19293 | OU      | $-143.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           9 | NS      | $2689.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      345896 | OU      | $10.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      375000 | OU      | $-346.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        6528 | OU      | $-7.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $15.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-40.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SARON Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | CH        |           2 | NS      | $163.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36040000 | OU      | $31.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833360 | OU      | $56.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    72218500 | OU      | $160.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36374 | OU      | $60.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19185 | OU      | $2.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1489606 | OU      | $-51.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Lean Hogs Future                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          29 | NS      | $21030.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $-31.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     9098285 | OU      | $-111.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1841298 | OU      | $-15.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      432297 | OU      | $65.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36935 | OU      | $141.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      287389 | OU      | $641.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6528 | OU      | $7.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $33.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -841709020 | OU      | $-113.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |    22561378 | OU      | $1875.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -783524 | OU      | $-231.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $-34.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34137 | OU      | $-43.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64716 | OU      | $205.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4538686 | OU      | $-476.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      106000 | OU      | $1217.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        | -1685960000 | OU      | $-350.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       51770 | OU      | $17.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $-31.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        3000 | OU      | $33.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       88624 | OU      | $1184.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HKG Hang Seng China Enterprises Index Future          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |          22 | NS      | $-27931.69    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4570074 | OU      | $-275.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2300342 | OU      | $237.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $15.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      173333 | OU      | $227.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | CBOT 5 Year US Treasury Note                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         135 | NS      | $60019.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | Euronext Rapeseed Future                              | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |          -1 | NS      | $-1682.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-131.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -402756 | OU      | $-263.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BURSA MALAYSIA                                      | MDE Kuala Lumpur Composite Index Future               | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Long             | DE               | CORP              | MY        |           1 | NS      | $-417.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 5 Year Euro BOBL Future                         | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |           5 | NS      | $1985.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6250000 | OU      | $-0.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        6000 | OU      | $58.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1475493 | OU      | $557.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ITRAXX EUROPE CROSSOVER SERIES 44                     | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |    -1300019 | PA      | $167621.43    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Brent Crude Oil Future                            | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           9 | NS      | $15064.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2294.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       49206 | OU      | $10.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       11000 | OU      | $20.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Meal Future                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-2250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      135478 | OU      | $1559.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        7000 | OU      | $11.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-442.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2500000 | OU      | $51.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT FINEX United States Dollar Index Future         | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DFE              | CORP              | US        |          -2 | NS      | $-410.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   189319502 | OU      | $161.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Henry Hub Natural Gas Futures                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -14 | NS      | $6050.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $91.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $-2.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -269766 | OU      | $-81.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163340 | OU      | $856.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -172249 | OU      | $-69.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -78475 | OU      | $-44.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-276.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE ENDEX FUTURES                                   | Carbon Emissions Future                               | CUSIP: N/A<br>LEI: 549300CZW488L20NT866       | Short            | DCO              | CORP              | XX        |          -1 | NS      | $1377.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266028 | OU      | $9.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2499999 | OU      | $-23.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66626 | OU      | $269.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -64119 | OU      | $-752.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      118416 | OU      | $176.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35156 | OU      | $-540.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36014 | OU      | $-59.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      431588 | OU      | $24.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31989 | OU      | $320.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      432564 | OU      | $80.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31628 | OU      | $-35.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Feeder Cattle Future                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           1 | NS      | $-8207.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -71982500 | OU      | $3.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5500 | OU      | $-17.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | MXN 7.5 03/12/2031 OIS                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |    -9000000 | PA      | $9602.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2499999 | OU      | $-14.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1758957 | OU      | $61.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $300.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $4.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $-92.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          34 | NS      | $9930.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $90.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500376 | OU      | $78.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -68236 | OU      | $-59.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     5000250 | OU      | $56.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3814033 | OU      | $-544.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1500 | OU      | $-3.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     3793990 | OU      | $-1072.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Copper Future                                     | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           2 | NS      | $19478.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64716 | OU      | $207.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1250000 | OU      | $-109.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      400000 | PA      | $474469.72    | 0.54%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     8319481 | OU      | $20.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        2500 | OU      | $27.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3903830 | OU      | $-31.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | SGX FTSE China A50 Futures Contract                   | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | US        |          48 | NS      | $-9788.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $-7.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $207.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6500 | OU      | $-22.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        6528 | OU      | $-7.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       50000 | OU      | $-223.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64716 | OU      | $196.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       48344 | OU      | $279.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HKD 0.025 09/17/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |     -100000 | PA      | $-69.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COMEX Copper Future                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           4 | NS      | $19457.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      268326 | OU      | $265.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35817750 | OU      | $-122.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6528 | OU      | $8.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36374 | OU      | $-60.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $-52.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |         500 | OU      | $2.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36374 | OU      | $224.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      288700 | OU      | $779.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       51386 | OU      | $238.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      774251 | OU      | $-67.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $96.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -422644510 | OU      | $-163.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2741160 | OU      | $375.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2273736 | OU      | $54.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       50262 | OU      | $231.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $2462.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        | -3334500000 | OU      | $1470.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      432937 | OU      | $102.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32027 | OU      | $-351.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66625 | OU      | $265.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-15.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4000 | OU      | $-59.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE WTI Crude Oil Futures Contract                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           2 | NS      | $8840.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64717 | OU      | $206.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $34.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8665 | OU      | $37.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   146350363 | OU      | $1623.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      516778 | OU      | $807.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8000 | OU      | $3.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -27500 | OU      | $-74.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      167008 | OU      | $774.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       31432 | OU      | $-120.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36374 | OU      | $-225.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -95000265 | OU      | $-171.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1702052 | OU      | $-64.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    32135513 | OU      | $575.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22846 | OU      | $195.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      266027 | OU      | $-23.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -172243 | OU      | $-68.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        2000 | OU      | $-19.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35130 | OU      | $-335.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-169.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -402573 | OU      | $-251.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-29.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4280 | OU      | $-117.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6508 | OU      | $-78.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      774501 | OU      | $-58.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -21596003 | OU      | $255.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2285026 | OU      | $-69.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833361 | OU      | $66.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE (FUTURES MARKET)                     | KFE US Dollar Future                                  | CUSIP: N/A<br>LEI: 549300TJ3RRV6Q1UEW14       | Long             | DFE              | CORP              | KR        |           2 | NS      | $-254.53      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    71990760 | OU      | $1.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       25000 | OU      | $2.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      200000 | OU      | $1211.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CZK 0.04 06/18/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |    -3400000 | PA      | $3229.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      774801 | OU      | $-49.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $154.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      344232 | OU      | $99.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      281250 | OU      | $-0.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -741 | OU      | $-3.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1667056 | OU      | $105.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36746 | OU      | $-140.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $179.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6528 | OU      | $7.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -38305 | OU      | $79.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36376 | OU      | $-225.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       83085 | OU      | $-6853.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2499999 | OU      | $14.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-43.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     1000000 | OU      | $2178.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MONEP                                | Euronext CAC 40 Index Future                          | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DE               | CORP              | XX        |          15 | NS      | $31282.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Zinc Forward USD                                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $-1081.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     1000000 | OU      | $3355.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      173371 | OU      | $232.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8500 | OU      | $3.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     2957750 | OU      | $1232.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   838775980 | OU      | $-60.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |      500000 | OU      | $318.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3000 | OU      | $35.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       33000 | OU      | $383.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1702052 | OU      | $65.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -52500 | OU      | $-680.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Corn Future                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -5 | NS      | $-2637.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           5 | NS      | $783.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1000034 | OU      | $81.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -37123 | OU      | $-142.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       46390 | OU      | $198.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $152.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       36933 | OU      | $188.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10500 | OU      | $-12.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      532054 | OU      | $-72.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -18171658 | OU      | $477.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1489605 | OU      | $-51.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-28

**Name of Applicant:** Unified Series Trust

**Signature:** Zachary Richmond

**Name of Signer:** Zachary Richmond

**Title:** Treasurer