# EDGAR Filing Document

**Accession Number:** 0001355064
**File Stem:** 0000910472-25-000532
**Filing Date:** 2025-8
**Character Count:** 798126
**Document Hash:** c79e6ae55f1b615efdd66d152c50dc3c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-25-000532.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0000910472-25-000532

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MUTUAL FUND SERIES TRUST
- **CENTRAL INDEX KEY:** 0001355064

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21872
- **FILM NUMBER:** 251278902

**BUSINESS ADDRESS:**
- **STREET 1:** C/O GEMINI FUND SERVICES LLC
- **STREET 2:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022-3474
- **BUSINESS PHONE:** 631 549 1859

**MAIL ADDRESS:**
- **STREET 1:** C/O GEMINI FUND SERVICES LLC
- **STREET 2:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022-3474

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CATALYST FUNDS
- **DATE OF NAME CHANGE:** 20060303

## Series and Classes Contracts Data

### Catalyst/Millburn Hedge Strategy Fund (Series ID: S000052043)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000163769 | Catalyst/Millburn Hedge Strategy Fund Class A   | MBXAX           |
| C000163770 | Catalyst/Millburn Hedge Strategy Fund Class C   | MBXCX           |
| C000163771 | Catalyst/Millburn Hedge Strategy Fund Class I   | MBXIX           |
| C000220411 | Catalyst/Millburn Hedge Strategy Fund Class C-1 | MBXFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MUTUAL FUND SERIES TRUST

- **b. Investment Company Act file number:** 811-21872

- **c. CIK number of Registrant:** 0001355064

- **d. LEI of Registrant:** 5493002ZGLQMLR4QMA96

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

  - **Street Address 1:** C/O GEMINI FUND SERVICES LLC

  - **City:** ELKHORN

  - **State:** NE

  - **Foreign country:** US

  - **Zip / Postal Code:** 68022

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Catalyst/Millburn Hedge Strategy Fund

- **b. EDGAR series identifier (if any):** S000052043

- **c. LEI of Series:** 5493000PE4V447KCC838

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $34309769434.75

**Total Liabilities:** $26098023007.22

**Net Assets:** $8211746427.53

**Amount of Assets Invested in Other Investment Companies:** $1440108804.83

**Cash Not Reported:** $149645443.54

**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 C000163770 | -3.51%               | 2.40%                | 3.30%                |
| Class ID C000163769 | -3.44%               | 2.44%                | 3.39%                |
| Class ID C000163771 | -3.41%               | 2.44%                | 3.42%                |
| Class ID C000220411 | -3.49%               | 2.36%                | 3.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-47843458.94            | $-29619739.41                              |
| Month 2  | $9035989.25              | $182940469.49                              |
| Month 3  | $1838728.08              | $146147117.43                              |

### 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 CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2720000 | NC      | $-7546.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37780000 | NC      | $1093.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      792627 | NC      | $3570.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-2034.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   838000000 | NC      | $-8323.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2449835 | NC      | $11884.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      790928 | NC      | $5269.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   256000000 | NC      | $-5940.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      613697 | NC      | $3429.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         586 | NC      | $262625.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-1984.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4870000 | NC      | $-26345.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      579754 | NC      | $-124.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1068000000 | NC      | $-9895.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         262 | NC      | $60150.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1897700 | NC      | $10426.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4830000 | NC      | $-4549.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      672009 | NC      | $3574.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000602 | NC      | $90429.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12170000 | NC      | $4795.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-6661.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2134223 | NC      | $9475.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45045362 | NC      | $383969.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   897000000 | NC      | $-7267.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1889738 | NC      | $6611.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-1675.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   616000000 | NC      | $-5106.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060567 | NC      | $5374.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      603165 | NC      | $1152.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                    | ISHARES RUSSELL         | CUSIP: 464287499<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      732758 | NS      | $67391753.26   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-1332.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       80000 | NC      | $-5.92         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-939.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   934000000 | NC      | $-7148.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      723613 | NC      | $3632.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   881000000 | NC      | $-7792.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   863000000 | NC      | $-6236.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | COCOA FUTURE      Sep25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |          67 | NC      | $229590.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-3320.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-9292.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   432050000 | NC      | $-382404.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   236000000 | NC      | $-4605.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1044971 | NC      | $36870.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   948000000 | NC      | $-9429.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      743476 | NC      | $7582.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   378000000 | NC      | $-5418.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SWI        | CUSIP: 464286749<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      471240 | NS      | $25828664.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430804 | NC      | $6180.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1052000000 | NC      | $-8847.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1057000000 | NC      | $-10487.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   871000000 | NC      | $-4498.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6900000 | NC      | $-27910.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   845000000 | NC      | $-7011.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-2656.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   333000000 | NC      | $-10403.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2347700 | NC      | $8012.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      590342 | NC      | $536.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69700000 | NC      | $-894177.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      694009 | NC      | $8212.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      637766 | NC      | $5998.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4490000 | NC      | $-11609.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-4309.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      714903 | NC      | $8038.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   176550000 | NC      | $-6810294.18   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      709837 | NC      | $-2474.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   139090000 | NC      | $-2216621.01   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   884000000 | NC      | $-8405.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4970000 | NC      | $-16129.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1051000000 | NC      | $-10338.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1669645 | NC      | $3233.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      611333 | NC      | $1747.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      751195 | NC      | $1996.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16870000 | NC      | $-4158.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      891260 | NC      | $910.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1043280000 | NC      | $-552385.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11630000 | NC      | $412.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-11334.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1075000000 | NC      | $-10500.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-1415.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   956000000 | NC      | $-9143.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710000 | NC      | $-1297.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8770000 | NC      | $-46448.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      845273 | NC      | $1997.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15589902 | NC      | $377501.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      670000 | NC      | $-2140.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15640000 | NC      | $-4132.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    70770000 | NC      | $-3645.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      578894 | NC      | $6102.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    74660000 | NC      | $-4488.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   948000000 | NC      | $-8761.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5260000 | NC      | $-27829.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-6101.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      625264 | NC      | $8881.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7710040 | NC      | $45227.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62778425 | NC      | $140144.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2660000 | NC      | $-14965.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   564000000 | NC      | $-3797.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   322000000 | NC      | $-5836.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   844000000 | NC      | $-6364.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1350000 | NC      | $-4947.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      656144 | NC      | $2915.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1858364 | NC      | $2648.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   836000000 | NC      | $-8205.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      631942 | NC      | $2943.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58910000 | NC      | $1229.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   288000000 | NC      | $-596.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91050000 | NC      | $-110649.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      723075 | NC      | $3429.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | ECX EMISSION      Dec25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -69 | NC      | $119540.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   129128411 | NC      | $188432.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                    | SPI 200 FUTURES   Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | AU        |        -377 | NC      | $75480.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37620000 | NC      | $-247452.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1370000 | NC      | $-4321.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | MEXICAN PESO FUT  Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          96 | NC      | $60075.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2206602 | NC      | $3236.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1061908 | NC      | $2984.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12490000 | NC      | $-20366.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   132000000 | NC      | $-1923.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   258000000 | NC      | $-4874.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1550000 | NC      | $-10053.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      696968 | NC      | $4100.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      625678 | NC      | $9947.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Nov25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          38 | NC      | $-14091.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   110879440 | NC      | $334813.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1770000 | NC      | $-1457.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71982491 | NC      | $2323322.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13900000 | NC      | $1397.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2050000 | NC      | $-5712.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      477786 | NC      | $3197.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   808000000 | NC      | $-1085.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   848000000 | NC      | $-8149.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66990000 | NC      | $-2438.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1382408 | NC      | $18484.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    61030000 | NC      | $228.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   191000000 | NC      | $2000.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   252000000 | NC      | $-10276.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   930000000 | NC      | $-9856.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI CAN        | CUSIP: 464286509<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      447909 | NS      | $20693395.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5361260 | NC      | $-12890.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    67500000 | NC      | $-2766.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-8299.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   541000000 | NC      | $-6837.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   171720000 | NC      | $-3301163.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      732470 | NC      | $-625.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1331630000 | NC      | $-520193.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1053000000 | NC      | $-9321.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      631169 | NC      | $-1090.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20460942 | NC      | $181562.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      954928 | NC      | $1551.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1250000 | NC      | $-4359.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8850000 | NC      | $-22689.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15160000 | NC      | $-4019.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1061000000 | NC      | $-2489.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2130000 | NC      | $-5149.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LME ZINC FUTURE   Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |         -67 | NC      | $9815.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-2830.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   211350000 | NC      | $-74185.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15040000 | NC      | $-7306.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      678829 | NC      | $-663.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   482350000 | NC      | $-267323.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      610075 | NC      | $355.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62940000 | NC      | $-368595.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      661889 | NC      | $-681.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   784840000 | NC      | $-478905.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 25315000000 | NC      | $-298517.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   433330000 | NC      | $-204331.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | WHEAT FUTURE(CBT) Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -730 | NC      | $537787.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90630000 | NC      | $-3996.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1257946 | NC      | $2360.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   323000000 | NC      | $-3001.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   251000000 | NC      | $-2006.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   890000000 | NC      | $-6132.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   309000000 | NC      | $-4711.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      800169 | NC      | $4907.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4370000 | NC      | $-14060.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    77670000 | NC      | $-360133.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      658958 | NC      | $4786.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44280000 | NC      | $-7585.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-2106.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1560000 | NC      | $-3973.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2080000 | NC      | $-11088.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180924 | NC      | $7541.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-2808.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1059757 | NC      | $3404.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15280000 | NC      | $2427.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   236000000 | NC      | $-5408.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    72000000 | NC      | $-2011.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1507341 | NC      | $2486.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   148340000 | NC      | $-158395.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   485280000 | NC      | $-298749.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      674576 | NC      | $147.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2740000 | NC      | $-16895.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      634899 | NC      | $13305.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24919520 | NC      | $741494.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-2216.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   317000000 | NC      | $-5000.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      702164 | NC      | $5065.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    68290000 | NC      | $-4344.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      883388 | NC      | $1749.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60900000 | NC      | $-2842.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1062056 | NC      | $2720.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-5560.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5790000 | NC      | $-35503.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      742998 | NC      | $3006.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   131000000 | NC      | $-3384.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   223000000 | NC      | $-5655.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   536220000 | NC      | $-983755.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      657266 | NC      | $-352.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-13841.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   688000000 | NC      | $-9026.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      628635 | NC      | $3590.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   283000000 | NC      | $-3309.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | SUGAR #11 (WORLD) Oct25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -207 | NC      | $63145.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   238829703 | NC      | $1023105.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   450390000 | NC      | $-154010.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      695595 | NC      | $14026.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8920000 | NC      | $-55208.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1048620 | NC      | $2167.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90630000 | NC      | $-3739.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1045088 | NC      | $11082.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Dec26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |        2677 | NC      | $897187.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1004000000 | NC      | $-1948.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-2169.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-2312.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   997000000 | NC      | $-10429.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      859710 | NC      | $3196.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Sep25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |        6480 | NC      | $-31415960.00  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1022207 | NC      | $-1961.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   348000000 | NC      | $-8858.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30630000 | NC      | $-3312.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      618290 | NC      | $4016.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI MEX        | CUSIP: 464286822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      338993 | NS      | $20529416.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91390000 | NC      | $-5248.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22269169 | NC      | $71820.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   412780000 | NC      | $-109717.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   581000000 | NC      | $-4822.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3350000 | NC      | $-10473.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   557000000 | NC      | $-7878.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      776533 | NC      | $-1536.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17250000 | NC      | $6387.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      707700 | NC      | $-1411.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-3763.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1051000000 | NC      | $-7684.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-1764.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   145412728 | NC      | $-1799593.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      646009 | NC      | $3391.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   294000000 | NC      | $-4045.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   810000000 | NC      | $-8969.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      897945 | NC      | $1064.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Sep25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         491 | NC      | $-946453.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   290000000 | NC      | $-9987.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      340000 | NC      | $-1018.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    59910000 | NC      | $-5007.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5260960 | NC      | $61436.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    70430000 | NC      | $-4650.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33052008 | NC      | $109279.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   835000000 | NC      | $-6602.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18631054 | NC      | $217624.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   827000000 | NC      | $-4951.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   270000000 | NC      | $-1859.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-9805.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3420000 | NC      | $-17873.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   223000000 | NC      | $-4245.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060743 | NC      | $1370.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2574871 | NC      | $4634.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   825000000 | NC      | $-2886.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      714554 | NC      | $15046.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2850000 | NC      | $-5927.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    38950000 | NC      | $-506075.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   845000000 | NC      | $-1004.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      740138 | NC      | $3596.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      697368 | NC      | $6334.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      648864 | NC      | $3507.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-2522.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      607341 | NC      | $3416.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1039000000 | NC      | $-8162.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   884000000 | NC      | $-12545.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60290000 | NC      | $-18842.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      640394 | NC      | $-983.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      810000 | NC      | $-7180.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                    | ISHARES RUSSELL         | CUSIP: 464287622<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1586642 | NS      | $538776023.94  | 6.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   175514619 | NC      | $247375.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    70630000 | NC      | $-44340.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   541000000 | NC      | $-7743.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1009230 | NC      | $2258.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2300000 | NC      | $-6803.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Dec25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         156 | NC      | $-229690.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-3229.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-9114.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   870000000 | NC      | $-6879.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9359240 | NC      | $420413.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   890000000 | NC      | $-6900.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62200000 | NC      | $-3764.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    85240000 | NC      | $-3061617.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5880000 | NC      | $-29696.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   132396616 | NC      | $488120.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   343000000 | NC      | $-10518.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23860000 | NC      | $-38649.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1032442 | NC      | $2788.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2370000 | NC      | $-15585.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   808000000 | NC      | $-6475.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1147050000 | NC      | $-796351.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    68770000 | NC      | $-300980.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   110792128 | NC      | $110317.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29970000 | NC      | $-2598.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   127342488 | NC      | $2035185.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-4775.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   611000000 | NC      | $-3612.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9530000 | NC      | $-3000.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1320000 | NC      | $-3807.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11960000 | NC      | $-14030.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15230000 | NC      | $-19490.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2081998 | NC      | $2807.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1062697 | NC      | $2078.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   135944277 | NC      | $1006385.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      646637 | NC      | $3787.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4026924 | NC      | $35733.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13412862 | NC      | $41612.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   164602211 | NC      | $1242876.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      680000 | NC      | $-4801.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   143320000 | NC      | $-4902677.45   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1105052 | NC      | $15295.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      745448 | NC      | $1267.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    85560000 | NC      | $-1162405.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7120000 | NC      | $-1897.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   247000000 | NC      | $-5980.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1540000 | NC      | $-1747.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-5924.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1350000 | NC      | $-4519.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26584743 | NC      | $32471.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | COFFEE 'C' FUTURE Sep25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |         143 | NC      | $-2748975.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11800000 | NC      | $-6007.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      605728 | NC      | $3259.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      618198 | NC      | $73.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5610000 | NC      | $1169.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2730000 | NC      | $-7680.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      763530 | NC      | $1795.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   244000000 | NC      | $-4563.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-3693.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      689128 | NC      | $-2159.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   239000000 | NC      | $57.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2980000 | NC      | $-2262.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1042000000 | NC      | $-3390.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1063000000 | NC      | $-8615.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-9770.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Mar27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        1552 | NC      | $545326.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      704339 | NC      | $3023.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    93534074 | NC      | $1413077.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   299000000 | NC      | $-1515.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  3905130000 | NC      | $-3573691.09   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    61910000 | NC      | $1013.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18190000 | NC      | $-3626.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   188000000 | NC      | $-5837.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57610000 | NC      | $-1123.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      576230 | NC      | $2325.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   198000000 | NC      | $-5267.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3350000 | NC      | $-22030.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23495635 | NC      | $147921.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    43372409 | NC      | $374385.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1329516 | NC      | $14533.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16990000 | NC      | $5943.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      672167 | NC      | $5636.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      572606 | NC      | $582.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1373740 | NC      | $-1169.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      666742 | NC      | $9581.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4180847 | NC      | $68281.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11130000 | NC      | $-3898.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      700000 | NC      | $-2266.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                  | HANG SENG IDX FUT Jul25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |         987 | NC      | $-1925386.62   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      744821 | NC      | $4018.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   544000000 | NC      | $-13404.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Aug25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |        5255 | NC      | $-9922490.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      339908 | NC      | $1213.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2613047 | NC      | $13572.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1500000 | NC      | $-2786.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      693821 | NC      | $8400.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI INT        | CUSIP: 46434V456<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1509275 | NS      | $65230865.50   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1040000000 | NC      | $-11132.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8753851 | NC      | $285255.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   614000000 | NC      | $-8491.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-3605.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      705119 | NC      | $3762.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1695529 | NC      | $59321.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      610509 | NC      | $3712.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-3939.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 11770000000 | NC      | $-328862.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      617462 | NC      | $2956.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    81510000 | NC      | $-10122.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21620000 | NC      | $-21014.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   563000000 | NC      | $-5241.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1440000 | NC      | $-3279.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   943000000 | NC      | $-647.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2050000 | NC      | $-9258.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      280000 | NC      | $-749.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | FTSE 100 IDX FUT  Sep25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DE               | CORP              | GB        |       -1360 | NC      | $1316966.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   217000000 | NC      | $-6188.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      704849 | NC      | $5512.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13740000 | NC      | $1371.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31240000 | NC      | $-1307.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      730974 | NC      | $-1017.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   101589000 | NC      | $3323288.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91380000 | NC      | $-5304.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58590000 | NC      | $1254.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      738665 | NC      | $3514.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-3128.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      763390 | NC      | $6650.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   856000000 | NC      | $-8015.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      616067 | NC      | $1131.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   833000000 | NC      | $-2364.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      781725 | NC      | $3742.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2610000 | NC      | $-2783.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    59700000 | NC      | $-2978.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                    | ISHARES CORE S&P        | CUSIP: 464287804<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     2380295 | NS      | $260142440.55  | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4771261 | NC      | $22614.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   218000000 | NC      | $-2245.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      116021 | NC      | $202.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SOU        | CUSIP: 464286780<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      127657 | NS      | $6861563.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      656799 | NC      | $-958.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3430000 | NC      | $-2333.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1190000 | NC      | $-2754.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2250000 | NC      | $-5451.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49690000 | NC      | $-404959.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   911000000 | NC      | $-9926.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29030000 | NC      | $-2963.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-2510.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060682 | NC      | $1432.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1450000 | NC      | $-8520.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   219000000 | NC      | $-1803.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   182770000 | NC      | $-10152.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-1299.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69980000 | NC      | $-777691.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2284971 | NC      | $11848.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1420000 | NC      | $-9201.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE (FUTURES MARKET)                  | KOSPI2 INX FUT    Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | KR        |        2797 | NC      | $1846104.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-2341.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3294865 | NC      | $97226.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      796941 | NC      | $6007.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   576000000 | NC      | $-3484.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   176000000 | NC      | $-2860.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71190000 | NC      | $1359.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1410000 | NC      | $-2139.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $-1378.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $-2169.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      633121 | NC      | $3398.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1057370 | NC      | $13469.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   139000000 | NC      | $-850.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12590000 | NC      | $-4688.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-5097.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      908044 | NC      | $47277.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      805280 | NC      | $7935.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1061303 | NC      | $3472.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66740000 | NC      | $-3212.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   551000000 | NC      | $-4404.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-2024.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      596058 | NC      | $2892.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1069000000 | NC      | $-8314.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   300000000 | NC      | $-6271.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2570000 | NC      | $-3594.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1262000000 | NC      | $-16394.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   179000000 | NC      | $-4085.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-2275.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    95380000 | NC      | $-971431.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   191570000 | NC      | $-3062647.81   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   636000000 | NC      | $-7644.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4140000 | NC      | $-1272.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4930000 | NC      | $-76593.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-1473.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      672273 | NC      | $3310.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2450000 | NC      | $-2176.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1907548 | NC      | $14262.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $-5032.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      611464 | NC      | $2514.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9130000 | NC      | $-2099.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   151000000 | NC      | $-3793.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3120000 | NC      | $-16867.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1448484 | NC      | $7200.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-2139.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    52660000 | NC      | $-1157.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      764452 | NC      | $1815.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      679246 | NC      | $9656.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      999422 | NC      | $12740.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-2928.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      585015 | NC      | $1054.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-3477.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   935000000 | NC      | $-7075.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12210000 | NC      | $-6196.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      675122 | NC      | $133.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      669365 | NC      | $12877.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   234000000 | NC      | $-5911.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   317000000 | NC      | $-7477.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1284595 | NC      | $1092.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12807239 | NC      | $41029.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   533000000 | NC      | $-3921.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      588669 | NC      | $2767.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   809000000 | NC      | $-7489.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62000000 | NC      | $-10541.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6139372 | NC      | $10385.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   974000000 | NC      | $-10303.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6900000 | NC      | $-18832.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53250000 | NC      | $-6713.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1760000 | NC      | $-10694.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2051018 | NC      | $10231.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   282000000 | NC      | $-4773.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1234000000 | NC      | $-8448.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20090000 | NC      | $-4083.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3120000 | NC      | $-6957.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1670000 | NC      | $-2968.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      711738 | NC      | $6023.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      585912 | NC      | $3377.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-4144.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   308000000 | NC      | $-7574.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1053675 | NC      | $-789.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      270000 | NC      | $-774.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      612770 | NC      | $1793.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      733590 | NC      | $4150.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      716053 | NC      | $-645.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1821000000 | NC      | $-15372.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3010000 | NC      | $-19192.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   177797793 | NC      | $3533107.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1950000 | NC      | $-2580.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      633627 | NC      | $-618.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      738272 | NC      | $3907.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 29767000000 | NC      | $2198339.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   617000000 | NC      | $-4902.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 36690000000 | NC      | $419376.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   605000000 | NC      | $-6007.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1318109 | NC      | $-441.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1051000000 | NC      | $-8786.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      632202 | NC      | $3243.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14000000 | NC      | $2164.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   854000000 | NC      | $-1803.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      835964 | NC      | $3826.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770077 | NC      | $-696.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1731568 | NC      | $-2128.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   255000000 | NC      | $-6637.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    81000000 | NC      | $-1627.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      634373 | NC      | $9391.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   889000000 | NC      | $-8243.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   982000000 | NC      | $-7950.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1250000 | NC      | $-2052.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   134000000 | NC      | $581.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                   | JPN 10Y BOND(OSE) Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | JP        |         -29 | NC      | $-5484.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-1140.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      580699 | NC      | $2150.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10800000 | NC      | $2690.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9600000 | NC      | $-1760.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   816000000 | NC      | $-7109.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57620000 | NC      | $-1658.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-3801.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   890000000 | NC      | $-736.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      974080 | NC      | $1983.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   268000000 | NC      | $-3031.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1028771 | NC      | $4914.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      626503 | NC      | $3203.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58197285 | NC      | $436442.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29540000 | NC      | $-8600.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   953000000 | NC      | $-5993.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23744 | NC      | $8.46          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710614 | NC      | $4909.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11150000 | NC      | $-9024.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   703000000 | NC      | $-4772.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-10301.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91380000 | NC      | $-5702.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15050000 | NC      | $-14547.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    34365234 | NC      | $106791.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-3917.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1590000 | NC      | $-4972.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      621069 | NC      | $8636.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | AUDUSD Crncy Fut  Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -269 | NC      | $-75110.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14730000 | NC      | $1713.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2710000 | NC      | $-4837.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOLSA DE VALORES, MERCADORIAS E FUTUROS          | BOVESPA INDEX FUT Aug25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | BR        |       -5285 | NC      | $571875.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080472 | NC      | $4723.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      672485 | NC      | $-558.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   313000000 | NC      | $-5973.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55340000 | NC      | $-2593.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-6781.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      765801 | NC      | $-1549.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-1352.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1622557 | NC      | $86385.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-2575.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    38830000 | NC      | $-42828.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   310000000 | NC      | $-5708.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      597316 | NC      | $2420.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      854805 | NC      | $1422.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13380000 | NC      | $-6472.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-4489.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      698305 | NC      | $6137.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15060000 | NC      | $-38708.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1640000 | NC      | $-3570.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -6678 | NC      | $-1159877.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2347190 | NC      | $10093.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      774923 | NC      | $16094.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1061493 | NC      | $3399.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      737080 | NC      | $2484.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   216000000 | NC      | $-3728.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      676483 | NC      | $10940.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4650000 | NC      | $-11921.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13860000 | NC      | $-34332.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1251118 | NC      | $15919.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-4845.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3250000 | NC      | $-3663.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      605252 | NC      | $3359.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   605000000 | NC      | $-20460.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      604352 | NC      | $5332.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | C$ CURRENCY FUT   Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |       -2408 | NC      | $-318984.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   259000000 | NC      | $-3327.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1212809 | NC      | $17556.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4340000 | NC      | $-17554.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      783887 | NC      | $5650.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-2311.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6084927 | NC      | $78333.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57740000 | NC      | $-3913.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13500000 | NC      | $-5348.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   319000000 | NC      | $-1383.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19330000 | NC      | $-4986.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1043000000 | NC      | $-10531.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   114147793 | NC      | $3132778.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-SCHATZ FUT   Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -6934 | NC      | $1351662.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    43909975 | NC      | $101319.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      603161 | NC      | $12485.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13670000 | NC      | $-6581.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      607017 | NC      | $10849.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   589000000 | NC      | $-8483.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      738026 | NC      | $5689.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      743292 | NC      | $2712.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71230000 | NC      | $-3368.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | DJIA MINI e-CBOT  Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DE               | CORP              | US        |        -118 | NC      | $-26930.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | LEAN HOGS FUTURE  Aug25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |        -343 | NC      | $461210.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   880000000 | NC      | $-1214.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   631000000 | NC      | $-8614.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1934790 | NC      | $8672.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060132 | NC      | $5693.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   551000000 | NC      | $-4892.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1250000 | NC      | $-3330.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1169031 | NC      | $59499.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3152223 | NC      | $16210.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   731000000 | NC      | $-7318.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   331000000 | NC      | $-5158.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1891106 | NC      | $5242.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    81530850 | NC      | $2120018.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      631301 | NC      | $-148.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      915393 | NC      | $1568.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      697169 | NC      | $2647.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    46560000 | NC      | $-4563.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49025055 | NC      | $657230.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   354961999 | NC      | $4519526.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    70000000 | NC      | $-1090.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3364300 | NC      | $16147.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29993166 | NC      | $-67282.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   908000000 | NC      | $-5512.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   815000000 | NC      | $-2141.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10880000 | NC      | $1352.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    59120000 | NC      | $-3252.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      755891 | NC      | $11447.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   196089996 | NC      | $986147.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   913000000 | NC      | $-7380.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3810000 | NC      | $-6631.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1220000 | NC      | $-2583.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   356000000 | NC      | $-12158.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      736470 | NC      | $6314.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   101729357 | NC      | $-409383.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   374590000 | NC      | $-113451.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | CORN FUTURE       Dec25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -3463 | NC      | $2550975.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  SEP27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        1157 | NC      | $5443.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      676548 | NC      | $5053.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   115000000 | NC      | $-598.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   268000000 | NC      | $-7027.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   720000000 | NC      | $-4799.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12780000 | NC      | $-3971.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   141000000 | NC      | $-2494.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      771896 | NC      | $889.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2390000 | NC      | $-3560.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060849 | NC      | $1148.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1061427 | NC      | $3349.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   647000000 | NC      | $-5964.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      574048 | NC      | $-858.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   817000000 | NC      | $-7823.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   893000000 | NC      | $-9902.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22790000 | NC      | $-7382.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   414000000 | NC      | $-14337.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14350000 | NC      | $-5886.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   874000000 | NC      | $-8889.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2300000 | NC      | $-5239.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |        1844 | NC      | $407000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      625231 | NC      | $2994.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      758377 | NC      | $-886.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   286000000 | NC      | $-3330.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   122007812 | NC      | $2410430.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19095056 | NC      | $194507.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      599925 | NC      | $4392.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66100000 | NC      | $951.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37207309 | NC      | $388021.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE ENDEX FUTURES                                | TTF NAT GAS F     Aug25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | NL        |        -655 | NC      | $616775.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66230000 | NC      | $-4222.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |         248 | NC      | $12300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-9103.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-4660.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    83580000 | NC      | $-5283.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-2251.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    43450000 | NC      | $-2131.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   135250000 | NC      | $7880.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   546000000 | NC      | $-3974.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-5037.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   872000000 | NC      | $-8358.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8880000 | NC      | $-303.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2460000 | NC      | $-13299.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      649489 | NC      | $3130.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   111740000 | NC      | $-1655913.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      608369 | NC      | $7278.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   152000000 | NC      | $-4138.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1070000000 | NC      | $-10515.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    65760000 | NC      | $-214017.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   267000000 | NC      | $-8621.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12200000 | NC      | $-160.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      598424 | NC      | $1313.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      973589 | NC      | $18403.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29970000 | NC      | $-2744.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   880820000 | NC      | $-31754016.97  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      740308 | NC      | $9271.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   208000000 | NC      | $-4089.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29980000 | NC      | $-6530.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      684895 | NC      | $2651.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860089 | NC      | $1733.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   634000000 | NC      | $-15218.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      594736 | NC      | $10551.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   276000000 | NC      | $-11623.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-4429.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      605330 | NC      | $60.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   705000000 | NC      | $-2033.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5600000 | NC      | $-17017.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      657054 | NC      | $2730.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1079000000 | NC      | $-1485.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9867739 | NC      | $13403.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060003 | NC      | $3158.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   553000000 | NC      | $-6678.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   234120000 | NC      | $-55875.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37080000 | NC      | $-115064.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   596000000 | NC      | $-7646.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-5823.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66610000 | NC      | $-5748.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   135000000 | NC      | $938.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15820000 | NC      | $-2211.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-1136.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1990000 | NC      | $-7178.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      700862 | NC      | $2798.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      597678 | NC      | $3419.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-1512.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   856000000 | NC      | $-8181.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    68350000 | NC      | $-2201.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   245000000 | NC      | $-6283.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-5078.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13410000 | NC      | $-4224.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      711620 | NC      | $3256.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   998000000 | NC      | $-5528.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-2875.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      611981 | NC      | $1997.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      310000 | NC      | $-904.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      654495 | NC      | $1926.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3300000 | NC      | $231.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   Aug25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |        1755 | NC      | $-4469125.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2037230 | NC      | $3912.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1600000 | NC      | $-1635.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60510000 | NC      | $-410033.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44913915 | NC      | $400101.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Oct25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -84 | NC      | $-5892.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   399000000 | NC      | $-13398.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      880000 | NC      | $-8627.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   344000000 | NC      | $-3146.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1740000 | NC      | $-5546.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4870000 | NC      | $-13993.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-1211.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2527096 | NC      | $23875.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   264000000 | NC      | $-3797.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060145 | NC      | $2900.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | CAN 10YR BOND FUT Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |          64 | NC      | $-2958.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17893115 | NC      | $247190.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Sep27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         262 | NC      | $93339.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62925608 | NC      | $100227.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      735333 | NC      | $-807.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                       | FTSE/MIB IDX FUT  Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | IT        |         345 | NC      | $1448623.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1663573 | NC      | $8983.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      507482 | NC      | $3500.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2080000 | NC      | $-10367.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2046170 | NC      | $3299.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15970000 | NC      | $-4501.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2290000 | NC      | $-14991.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2670000 | NC      | $-3304.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11960000 | NC      | $-5581.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      977487 | NC      | $1351.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   278000000 | NC      | $-4932.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2217027 | NC      | $9121.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   176000000 | NC      | $-2379.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2340000 | NC      | $-6508.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1350000 | NC      | $-4123.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      776488 | NC      | $-1375.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12785179 | NC      | $364308.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8590000 | NC      | $-4353.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   609000000 | NC      | $-5710.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      751732 | NC      | $5145.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-4145.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   260000000 | NC      | $-5024.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-6902.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      632784 | NC      | $-1075.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   132796723 | NC      | $1756215.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      250000 | NC      | $-73.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI BRA        | CUSIP: 464286400<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      750671 | NS      | $21656858.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3240000 | NC      | $-1727.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   611829861 | NC      | $34366679.84   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-1186.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33030000 | NC      | $-99220.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   671000000 | NC      | $-4181.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14230000 | NC      | $-171570.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      738582 | NC      | $4202.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      699987 | NC      | $755.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-1791.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980519 | NC      | $-1540.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60597132 | NC      | $1525540.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   322000000 | NC      | $-5280.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   318000000 | NC      | $-7364.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32012593 | NC      | $1198287.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25890000 | NC      | $22.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060219 | NC      | $2826.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1845849 | NC      | $3385.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    63071815 | NC      | $1699517.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      661305 | NC      | $4195.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1112841 | NC      | $13007.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      681010 | NC      | $-482.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      871104 | NC      | $1327.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-5101.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25284421 | NC      | $311897.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-2699.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4550000 | NC      | $1038.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Feb26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          83 | NC      | $-175460.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-4462.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-4240.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   829000000 | NC      | $-8742.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-1331.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    68000000 | NC      | $-951.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5940000 | NC      | $-35255.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-3612.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      758938 | NC      | $-2199.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      631460 | NC      | $4165.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36770000 | NC      | $-2162.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-8027.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    65490000 | NC      | $-2501.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    85260000 | NC      | $-3977.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      718781 | NC      | $3419.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      706945 | NC      | $-47.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-2404.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16392615 | NC      | $24443.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $2040.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2080000 | NC      | $-10662.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $-4057.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                     | T 2 08/15/25            | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1508757000 | PA      | $1504152484.87 | 18.32%            | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1057000000 | NC      | $-10473.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      690000 | NC      | $-438.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-1883.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      304809 | NC      | $1345.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5720000 | NC      | $-15785.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1410000 | NC      | $-3070.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1083572 | NC      | $4994.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12490000 | NC      | $-6099.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060799 | NC      | $1199.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3492079 | NC      | $-3477.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1173564 | NC      | $3238.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   818000000 | NC      | $-6796.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60060000 | NC      | $-18676.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3930000 | NC      | $-1312.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      819835 | NC      | $-910.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66820000 | NC      | $-48199.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4510000 | NC      | $-6750.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD MID-C E        | CUSIP: 922908629<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      404194 | NS      | $113105607.02  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JSE EQUITY DERIVATIVES MARKET                    | FTSE/JSE TOP 40   Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | ZA        |         -27 | NC      | $-2572.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1675660 | NC      | $8674.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      709596 | NC      | $5205.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      638289 | NC      | $1479.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53433922 | NC      | $423175.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      787713 | NC      | $15883.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5120000 | NC      | $-9609.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      649233 | NC      | $3387.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3100000 | NC      | $-2770.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      570923 | NC      | $4412.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   898000000 | NC      | $-7032.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   247000000 | NC      | $-2983.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      640000 | NC      | $-100.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      731800 | NC      | $8837.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      597399 | NC      | $2337.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      722367 | NC      | $-1130.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    74417309 | NC      | $1735859.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   356600000 | NC      | $-841136.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60490000 | NC      | $150.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   855000000 | NC      | $-8939.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   220000000 | NC      | $-5484.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      700809 | NC      | $3633.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      660157 | NC      | $9506.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      595715 | NC      | $12531.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      580054 | NC      | $2795.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91380000 | NC      | $-4755.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   902000000 | NC      | $-7707.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1063433 | NC      | $-2016.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5580000 | NC      | $-15808.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3124550 | NC      | $174149.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2760000 | NC      | $-1590.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   287000000 | NC      | $-4196.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      656221 | NC      | $2838.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   366790000 | NC      | $-114530.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18610000 | NC      | $-101429.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      824643 | NC      | $1795.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      639297 | NC      | $4468.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-3244.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   219000000 | NC      | $-3770.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      742048 | NC      | $637.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   872000000 | NC      | $-5505.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      761799 | NC      | $11459.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   277000000 | NC      | $-7382.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    63690000 | NC      | $1311.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   653000000 | NC      | $-5087.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-2116.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   342000000 | NC      | $-4853.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    88580000 | NC      | $-15200.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   362000000 | NC      | $-11118.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      598935 | NC      | $2652.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-2533.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20460000 | NC      | $-131628.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4076292 | NC      | $139221.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      605355 | NC      | $2892.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2050000 | NC      | $-2288.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1720000 | NC      | $-6651.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      609286 | NC      | $1471.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1244809 | NC      | $14894.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1405975 | NC      | $73763.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-2143.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   123385163 | NC      | $858385.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4390000 | NC      | $-22987.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8995391 | NC      | $86145.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD S&P 500        | CUSIP: 922908363<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      246237 | NS      | $139870003.11  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24270000 | NC      | $-652877.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   110828480 | NC      | $2385595.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-3753.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  7563000000 | NC      | $16765.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3960000 | NC      | $-3131.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      681180 | NC      | $7722.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11480000 | NC      | $-69909.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   294000000 | NC      | $-3127.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      740589 | NC      | $8990.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Aug25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |       -2182 | NC      | $3785290.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   134581432 | NC      | $1658339.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      689186 | NC      | $-2217.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1061575 | NC      | $3201.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      588279 | NC      | $4231.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      582040 | NC      | $2956.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      745467 | NC      | $-916.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    96972642 | NC      | $394853.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89830000 | NC      | $-3158012.15   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $-1770.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20420000 | NC      | $-1071.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      605016 | NC      | $2521.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      771736 | NC      | $-1190.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      763490 | NC      | $-1295.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4975555 | NC      | $18555.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Dec25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         311 | NC      | $-1146520.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI HON        | CUSIP: 464286871<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      646987 | NS      | $12849161.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   131860000 | NC      | $-737406.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3080000 | NC      | $182.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   817000000 | NC      | $-7929.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      882184 | NC      | $6324.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14200000 | NC      | $1381.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1066000000 | NC      | $-11521.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18892545 | NC      | $332327.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   327770000 | NC      | $-486157.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      730792 | NC      | $910.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      751059 | NC      | $-1782.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-635.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44838393 | NC      | $1452655.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      932310 | NC      | $5517.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   709000000 | NC      | $-8162.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   320000000 | NC      | $-5309.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      788936 | NC      | $11700.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   260000000 | NC      | $-2065.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4800000 | NC      | $-427.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1051163 | NC      | $58182.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   237000000 | NC      | $-2566.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1720000 | NC      | $-10198.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-1948.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8565458 | NC      | $294903.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      976993 | NC      | $5133.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7550000 | NC      | $-1712.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13670000 | NC      | $354.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   606000000 | NC      | $-6690.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      625262 | NC      | $4869.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1084544 | NC      | $15633.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   966000000 | NC      | $-8990.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      758309 | NC      | $3849.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   705000000 | NC      | $-9447.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1002000000 | NC      | $-8522.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-8151.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      742062 | NC      | $3943.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6140000 | NC      | $-30493.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-2512.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      604273 | NC      | $2494.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060824 | NC      | $1173.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Nov25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         212 | NC      | $-373330.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5420000 | NC      | $-1433.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   634000000 | NC      | $-1799.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      786962 | NC      | $952.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      932148 | NC      | $548.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                            | DIM EMERG COR EQ        | CUSIP: 25434V302<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |     1697608 | NS      | $49145751.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10064738 | NC      | $309961.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      676963 | NC      | $-1801.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  3074000000 | NC      | $-42351.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10900000 | NC      | $-57075.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      161091 | NC      | $888.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    48890000 | NC      | $-4419.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      639501 | NC      | $4264.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      480000 | NC      | $-3095.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   863000000 | NC      | $-1146.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      684645 | NC      | $3517.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   630000000 | NC      | $-2488.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      958025 | NC      | $1438.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1084028 | NC      | $14316.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30073684 | NC      | $441275.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91380000 | NC      | $-4965.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      730000 | NC      | $-4936.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6680945 | NC      | $58183.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    80610000 | NC      | $-5041.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      763913 | NC      | $-1643.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-1058.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-3289.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      598471 | NC      | $5846.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      758955 | NC      | $795.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42040000 | NC      | $-7160.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1012781 | NC      | $1820.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7023776 | NC      | $129074.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      715574 | NC      | $4258.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   156842132 | NC      | $109007.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      963821 | NC      | $53843.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-10383.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard International Equity Index Funds        | VANGUARD FTSE EU        | CUSIP: 922042874<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |      102070 | NS      | $7910425.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Sep25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |        1831 | NC      | $-6358750.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   892000000 | NC      | $-7511.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7017984 | NC      | $9577.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   916000000 | NC      | $-5849.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89910000 | NC      | $-11457.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2286219 | NC      | $10600.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      648261 | NC      | $1041.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21940000 | NC      | $-113787.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   923000000 | NC      | $-8304.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      713012 | NC      | $296.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      696106 | NC      | $3156.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $-68.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29240000 | NC      | $-261915.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      666162 | NC      | $-798.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3733706 | NC      | $10207.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      698859 | NC      | $2063.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4030000 | NC      | $-11165.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   335000000 | NC      | $-7212.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   261000000 | NC      | $-8739.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1021000000 | NC      | $-8514.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62464439 | NC      | $2148947.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14680000 | NC      | $1543.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   836000000 | NC      | $-4759.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      595654 | NC      | $2222.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6140000 | NC      | $-30984.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      612618 | NC      | $-1860.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4657587 | NC      | $128184.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      748172 | NC      | $4272.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   256000000 | NC      | $-2846.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10684880 | NC      | $-121942.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-4194.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16390000 | NC      | $-362.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   213000000 | NC      | $-5686.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    82550000 | NC      | $-997736.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      716031 | NC      | $4212.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75440000 | NC      | $-4500.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   827000000 | NC      | $-1133.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Oct25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -466 | NC      | $712690.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    59910000 | NC      | $-5205.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      654840 | NC      | $11123.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2023064 | NC      | $2848.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-2926.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42859763 | NC      | $1249723.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1250000 | NC      | $-3634.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   673000000 | NC      | $-2667.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    63076193 | NC      | $283565.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35210000 | NC      | $-3464.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   632000000 | NC      | $-7318.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   201000000 | NC      | $-3980.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      183278 | NC      | $818.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4370000 | NC      | $-14016.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   255000000 | NC      | $-6430.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-9659.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1060000000 | NC      | $-10485.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2456228 | NC      | $129189.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      696671 | NC      | $3145.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      977217 | NC      | $3196.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   172158217 | NC      | $2235764.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   569000000 | NC      | $-5084.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25282044 | NC      | $-455915.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69640000 | NC      | $-6102.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   192000000 | NC      | $-4887.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      996888 | NC      | $2146.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   961000000 | NC      | $-1142.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      626085 | NC      | $1822.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      722571 | NC      | $5549.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25152597 | NC      | $354364.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      617692 | NC      | $9053.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64597103 | NC      | $765686.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42600000 | NC      | $-2813.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22044366 | NC      | $161767.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      602193 | NC      | $6794.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BUXL 30Y BND Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |         205 | NC      | $24428.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    87990000 | NC      | $-131654.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760859 | NC      | $1993.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      778181 | NC      | $1005.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      739970 | NC      | $-1831.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    83470000 | NC      | $-3691.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | DAX INDEX FUTURE  Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DE               | CORP              | DE        |         -12 | NC      | $-3945.82      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   196000000 | NC      | $-5467.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   240000000 | NC      | $-6602.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2130128 | NC      | $13570.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      688365 | NC      | $4194.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      661115 | NC      | $4385.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      728269 | NC      | $988.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      625050 | NC      | $2115.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      572662 | NC      | $2674.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      631164 | NC      | $3721.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      758487 | NC      | $-675.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Sep27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |        1705 | NC      | $632212.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10900000 | NC      | $291.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1061550 | NC      | $3226.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41910000 | NC      | $-3935.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3050000 | NC      | $-8385.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36350303 | NC      | $1381530.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | NEW ZEALAND $ FUT Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -264 | NC      | $-67675.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2309313 | NC      | $11064.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      834132 | NC      | $6330.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   139000000 | NC      | $-2012.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3410000 | NC      | $-18554.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      588496 | NC      | $-643.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-2461.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      597505 | NC      | $1490.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      713940 | NC      | $11960.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58637733 | NC      | $479295.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      679481 | NC      | $-1198.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   952000000 | NC      | $-1512.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      648562 | NC      | $740.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12060000 | NC      | $-5246.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      723668 | NC      | $3979.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   969000000 | NC      | $-8747.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      756608 | NC      | $3256.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    81630000 | NC      | $-7360.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12073294 | NC      | $252075.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31529056 | NC      | $-82264.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      694402 | NC      | $-1726.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   338000000 | NC      | $-12059.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   216000000 | NC      | $-3334.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   196000000 | NC      | $-4379.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   101984611 | NC      | $414717.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9150000 | NC      | $1442.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-3090.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   808000000 | NC      | $-383.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   284000000 | NC      | $-4752.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Sep25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -147 | NC      | $-42621.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   191000000 | NC      | $-2912.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2130000 | NC      | $-1479.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      865709 | NC      | $997.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Nov25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -306 | NC      | $346260.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   665000000 | NC      | $-4434.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1015000000 | NC      | $-1532.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      713025 | NC      | $4736.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2665405 | NC      | $-2617.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11340000 | NC      | $-3607.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      594800 | NC      | $-546.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      605351 | NC      | $1416.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      981352 | NC      | $1039.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   278000000 | NC      | $-5212.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    61040000 | NC      | $-339714.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11090000 | NC      | $258.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7338417 | NC      | $93401.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    93840000 | NC      | $-148686.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   290000000 | NC      | $-4741.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SIN        | CUSIP: 46434G780<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      458054 | NS      | $11900242.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   152705009 | NC      | $556325.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      724155 | NC      | $1745.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      751582 | NC      | $6136.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      664095 | NC      | $4088.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   586000000 | NC      | $-4844.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   826000000 | NC      | $-5620.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-8512.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   167000000 | NC      | $-1896.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      700676 | NC      | $649.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71170000 | NC      | $1715.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                            | DIMEN-US HI PR E        | CUSIP: 25434V831<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |     1058220 | NS      | $37630303.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4870000 | NC      | $-25808.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      706631 | NC      | $-782.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   387000000 | NC      | $-10573.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3120000 | NC      | $-353.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      568933 | NC      | $-1111.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      762320 | NC      | $1991.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   218000000 | NC      | $1609.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    87110000 | NC      | $-5951.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Dec25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -132 | NC      | $185350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   811000000 | NC      | $-7363.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9920000 | NC      | $-1124.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   118189102 | NC      | $1973883.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   297000000 | NC      | $-7346.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3499256 | NC      | $35886.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      707475 | NC      | $3107.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1108365 | NC      | $19317.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   525000000 | NC      | $-5653.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1359320 | NC      | $-474.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   593000000 | NC      | $-8886.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   569000000 | NC      | $-13313.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   565000000 | NC      | $-3411.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   108756855 | NC      | $147712.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13060000 | NC      | $-3079.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      615770 | NC      | $6794.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   819000000 | NC      | $-9282.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      629114 | NC      | $13171.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1630000 | NC      | $-11305.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2260000 | NC      | $-14681.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   216000000 | NC      | $-5363.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      588033 | NC      | $-1962.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Sep26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        2121 | NC      | $713215.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-2046.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89970000 | NC      | $-5275.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      621220 | NC      | $10705.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   836000000 | NC      | $-7756.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      698687 | NC      | $2794.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-8843.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1084000000 | NC      | $-9840.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      646450 | NC      | $5122.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27930000 | NC      | $2523.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   198000000 | NC      | $-2648.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-12318.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | Euro-OAT Future   Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |        4326 | NC      | $-861000.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64480000 | NC      | $-741.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      747239 | NC      | $2906.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   568000000 | NC      | $-4579.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   204690000 | NC      | $-6808134.44   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1379432 | NC      | $17792.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |        -469 | NC      | $-65953.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    80090000 | NC      | $-3704.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   856000000 | NC      | $-8168.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      602447 | NC      | $1465.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1088000000 | NC      | $-10129.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   144624297 | NC      | $3469563.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |        4222 | NC      | $3205171.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    78360000 | NC      | $-4426.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44280000 | NC      | $-7611.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17680000 | NC      | $-5144.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12748702 | NC      | $143956.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-5867.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      764633 | NC      | $-730.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57350000 | NC      | $-312213.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030315 | NC      | $16686.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-5197.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   665000000 | NC      | $-7678.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   547000000 | NC      | $-6210.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      679630 | NC      | $-1348.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   184000000 | NC      | $-1842.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1690000 | NC      | $-10471.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9520000 | NC      | $839.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2457791 | NC      | $6069.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    95000000 | NC      | $-2004.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | FTSE Taiwan Index Jul25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         997 | NC      | $68460.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69610000 | NC      | $-1272.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5590000 | NC      | $-13684.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   172000000 | NC      | $-2663.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   210000000 | NC      | $-2929.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      740000 | NC      | $-1915.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4486309 | NC      | $24880.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-1374.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      709211 | NC      | $3208.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1015962 | NC      | $297.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   809000000 | NC      | $-8046.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-2686.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   879000000 | NC      | $-2254.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94360000 | NC      | $28607.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1032576 | NC      | $58433.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      680504 | NC      | $4317.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5530000 | NC      | $-5218.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      666598 | NC      | $4545.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5260000 | NC      | $1081.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58066432 | NC      | $-316015.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13570000 | NC      | $-7969.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1354185 | NC      | $1797.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   851000000 | NC      | $-7693.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                    | ISHARES RUSSELL         | CUSIP: 464287655<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1651777 | NS      | $356436958.83  | 4.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      688611 | NC      | $7691.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2080000 | NC      | $-9941.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-9313.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Oct25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         408 | NC      | $-881740.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2640000 | NC      | $-12228.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75011980 | NC      | $1073170.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      733696 | NC      | $-1645.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      570000 | NC      | $-2274.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-2628.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   925000000 | NC      | $-5383.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6140000 | NC      | $-31721.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2222787 | NC      | $116923.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-1746.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   214000000 | NC      | $-1607.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710000 | NC      | $-2270.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      745966 | NC      | $3259.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1770000 | NC      | $-4885.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   979000000 | NC      | $-1422.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2036195 | NC      | $5927.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-3438.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2260000 | NC      | $-15695.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      639909 | NC      | $3050.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-7871.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   166000000 | NC      | $-3008.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      604511 | NC      | $4475.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060272 | NC      | $5669.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   835000000 | NC      | $-7147.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9760000 | NC      | $-3976.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  3277000000 | NC      | $-20223.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2160000 | NC      | $-7249.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $1418.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-4019.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11886338 | NC      | $147155.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   194585425 | NC      | $70219.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN MEAL FUTR Dec25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         210 | NC      | $14410.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1384437 | NC      | $1858.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4204658 | NC      | $19508.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1015000000 | NC      | $-1112.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    38270000 | NC      | $-458126.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      736239 | NC      | $6545.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39950000 | NC      | $-1936.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1992995 | NC      | $9360.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   213000000 | NC      | $-4146.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-2759.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      801716 | NC      | $887.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-4683.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-7219.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1253866 | NC      | $18672.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   604000000 | NC      | $-4553.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   809000000 | NC      | $-792.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-2449.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2015635 | NC      | $2044.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75807654 | NC      | $1034848.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      679405 | NC      | $4317.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | GOLD 100 OZ FUTR  Aug25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         213 | NC      | $-161600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   256000000 | NC      | $-1565.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44580000 | NC      | $-337758.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58438756 | NC      | $901030.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      580854 | NC      | $-1224.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   975000000 | NC      | $-9620.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      596449 | NC      | $1427.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1059929 | NC      | $2069.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9330000 | NC      | $-177252.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      745400 | NC      | $3439.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      733878 | NC      | $15701.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1042000000 | NC      | $-5485.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      669935 | NC      | $2005.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      448167 | NC      | $-294.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      602061 | NC      | $2256.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   132647044 | NC      | $399430.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      744566 | NC      | $6493.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   820000000 | NC      | $-6949.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    50680000 | NC      | $1216.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI JPN        | CUSIP: 46434G822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      803643 | NS      | $60249115.71   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      764619 | NC      | $4199.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      508999 | NC      | $4511.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    61810000 | NC      | $-578627.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4870000 | NC      | $-26805.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14780000 | NC      | $5663.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   184000000 | NC      | $-2982.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2799813 | NC      | $15263.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-2194.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33740000 | NC      | $-163766.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-7564.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      582195 | NC      | $-860.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   274000000 | NC      | $-7747.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   943000000 | NC      | $-7915.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      737623 | NC      | $7308.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25879090 | NC      | $97285.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | S&P/TSX 60 IX FUT Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | CA        |         380 | NC      | $462850.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI UNI        | CUSIP: 46435G334<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1552803 | NS      | $61677335.16   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   208000000 | NC      | $-2792.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      572606 | NC      | $5949.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    77780000 | NC      | $-1990.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-2666.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   604000000 | NC      | $-900010.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2870000 | NC      | $-9176.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      748469 | NC      | $1758.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    72260000 | NC      | $-3030.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      985053 | NC      | $50947.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66306016 | NC      | $633424.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20020000 | NC      | $-49.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1500000 | NC      | $-3431.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1320000 | NC      | $40.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   838000000 | NC      | $-8695.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    81202660 | NC      | $338576.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      650706 | NC      | $4158.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                        | SET50 FUTURES     Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | TH        |       -2267 | NC      | $67346.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      699465 | NC      | $1456.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    82960000 | NC      | $-5067.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-10482.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   240000000 | NC      | $-7463.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      665783 | NC      | $2937.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1698849 | NC      | $9042.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   289000000 | NC      | $-2462.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11120000 | NC      | $-3826.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      811554 | NC      | $-557.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20740000 | NC      | $-5183.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN FUTURE    Nov25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -2577 | NC      | $161437.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1069000000 | NC      | $-1655.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      773440 | NC      | $1070.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   871000000 | NC      | $-583.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | IFSC NIFTY 50 FUT Jul25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |        1839 | NC      | $186699.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   551000000 | NC      | $-1822.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37370000 | NC      | $-4026.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3490000 | NC      | $-19044.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-2627.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   224000000 | NC      | $-4940.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1940000 | NC      | $-12428.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   Sep25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |        1583 | NC      | $-771350.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   232000000 | NC      | $-4983.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36614025 | NC      | $445273.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   638000000 | NC      | $-8893.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   859000000 | NC      | $-7575.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18619904 | NC      | $244684.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   241000000 | NC      | $-2192.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-7685.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11526111 | NC      | $317087.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      712869 | NC      | $-609.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62250000 | NC      | $1276.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    46520000 | NC      | $-441299.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1340000 | NC      | $-2554.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   295000000 | NC      | $-8087.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      895240 | NC      | $6431.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   992000000 | NC      | $-1250.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   925000000 | NC      | $-1670.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      566048 | NC      | $4994.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23174691 | NC      | $55255.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      629952 | NC      | $3347.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      240000 | NC      | $-678.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-3763.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      666185 | NC      | $-937.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Jun26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         633 | NC      | $163756.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      618472 | NC      | $3094.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      996982 | NC      | $17014.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   691000000 | NC      | $-2341.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-5456.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-8941.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130451 | NC      | $8156.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2550000 | NC      | $-13553.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1770000 | NC      | $-5586.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   360020000 | NC      | $-346050.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | COTTON NO.2 FUTR  Dec25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -290 | NC      | $-91570.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7213218 | NC      | $-6725.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Aug25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |        1275 | NC      | $-1290202.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37947404 | NC      | $128539.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      775168 | NC      | $15849.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      643410 | NC      | $623.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      310000 | NC      | $-2898.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    50820000 | NC      | $-4601.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37067855 | NC      | $526901.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MONEP                             | CAC40 10 EURO FUT Jul25 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DE               | CORP              | FR        |          15 | NC      | $3131.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25245735 | NC      | $123557.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      390136 | NC      | $-433.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-1901.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    61510000 | NC      | $-2209.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Mar27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |        1666 | NC      | $527425.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-4644.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      604524 | NC      | $8902.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1082386 | NC      | $15957.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   179000000 | NC      | $-5378.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI AUS        | CUSIP: 464286103<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      776099 | NS      | $20426925.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1222000000 | NC      | $-9959.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   284000000 | NC      | $-2857.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   575000000 | NC      | $-2586.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2270000 | NC      | $-2553.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17742383 | NC      | $191590.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      668424 | NC      | $6737.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69530000 | NC      | $-4395.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      724121 | NC      | $5783.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1411024 | NC      | $19206.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-1855.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   655000000 | NC      | $-2421.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90640000 | NC      | $-3721.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-3288.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10338804 | NC      | $49888.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                            | DI INTL COR EQTY        | CUSIP: 25434V799<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |     1639165 | NS      | $50961639.85   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1343639 | NC      | $1480.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    74300000 | NC      | $-4786.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62641002 | NC      | $-19764.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1305842 | NC      | $6511.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   217000000 | NC      | $-6001.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   539000000 | NC      | $-5736.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    84279244 | NC      | $1215378.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16080000 | NC      | $5364.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      699059 | NC      | $4601.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9180000 | NC      | $-1235.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      681328 | NC      | $3493.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      506498 | NC      | $-1277.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3510000 | NC      | $-10231.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710580 | NC      | $4296.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12699495 | NC      | $61320.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    50235957 | NC      | $196467.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | LIVE CATTLE FUTR  Aug25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |         352 | NC      | $327740.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1844459 | NC      | $97353.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12460000 | NC      | $-3828.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      675092 | NC      | $6509.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      709529 | NC      | $5272.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   582000000 | NC      | $-2331.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      705130 | NC      | $7599.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1123410000 | NC      | $-138944.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   545000000 | NC      | $-7555.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      643244 | NC      | $12360.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22840000 | NC      | $-258855.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 32487000000 | NC      | $730268.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   137219658 | NC      | $933826.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      643590 | NC      | $2850.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13230000 | NC      | $-4797.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  JUN27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        1674 | NC      | $323286.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      660000 | NC      | $-280.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42200000 | NC      | $-10142.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      735821 | NC      | $4027.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1064534 | NC      | $11806.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-4448.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   239000000 | NC      | $-3242.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   780000000 | NC      | $-23398.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      833619 | NC      | $-239.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060409 | NC      | $2752.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11510000 | NC      | $3384.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1006000000 | NC      | $-8664.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   190000000 | NC      | $1944.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   883000000 | NC      | $-7651.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-3365.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-9697.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      615247 | NC      | $7059.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-2699.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2110000 | NC      | $-6279.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      686517 | NC      | $1524.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-2639.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      625120 | NC      | $3106.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | LONG GILT FUTURE  Sep25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -284 | NC      | $22331.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $-2504.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      719648 | NC      | $1114.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26661568 | NC      | $223196.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   540000000 | NC      | $-3315.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69490000 | NC      | $-3850.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   820000000 | NC      | $-7580.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   971000000 | NC      | $-8235.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      795652 | NC      | $-1208.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   218000000 | NC      | $-2727.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   669220000 | NC      | $-202572.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      641492 | NC      | $1466.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      599362 | NC      | $-1485.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      793692 | NC      | $2504.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91380000 | NC      | $-5463.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      639706 | NC      | $4058.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-2460.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   809000000 | NC      | $-6902.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060527 | NC      | $2518.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    61990000 | NC      | $-3049.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   284000000 | NC      | $-7582.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    59940000 | NC      | $-7603.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      643221 | NC      | $-262.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      722063 | NC      | $-1819.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2570000 | NC      | $-1854.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | BP CURRENCY FUT   Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |       -1412 | NC      | $-764106.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1037772 | NC      | $3456.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57660000 | NC      | $-1181.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   177500000 | NC      | $-4228939.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    63220000 | NC      | $234.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   270000000 | NC      | $-6549.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    79130000 | NC      | $-4831.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      738206 | NC      | $6193.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1065652 | NC      | $60196.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      628823 | NC      | $13462.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-7097.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1550000 | NC      | $-14517.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   869000000 | NC      | $-7616.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      691594 | NC      | $3033.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      643927 | NC      | $2514.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-14448.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1094000000 | NC      | $-9283.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-1789.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   134000000 | NC      | $950.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1380000 | NC      | $-3267.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2306652 | NC      | $29663.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   108562308 | NC      | $1237065.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   864000000 | NC      | $-7781.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      669126 | NC      | $668.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      855967 | NC      | $6215.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    93597098 | NC      | $1158278.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   222000000 | NC      | $-6892.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   824000000 | NC      | $-5911.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1412000000 | NC      | $-8964.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      597473 | NC      | $5594.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19326283 | NC      | $446589.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1610000 | NC      | $-14096.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   200000000 | NC      | $-2444.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-769.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   701000000 | NC      | $-8101.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      976310 | NC      | $13849.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   655000000 | NC      | $-15852.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23900000 | NC      | $-859.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    86220000 | NC      | $-731728.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2914620 | NC      | $18242.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36106078 | NC      | $99603.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-3342.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2230000 | NC      | $-14598.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      738922 | NC      | $3862.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60590000 | NC      | $-2327.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | COPPER FUTURE     Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         179 | NC      | $-129025.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21807949 | NC      | $774562.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | JPN YEN CURR FUT  Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |       -1068 | NC      | $-151050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6490000 | NC      | $-27274.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17510000 | NC      | $-3115.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1011044 | NC      | $5058.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91490000 | NC      | $-8615.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    40220000 | NC      | $-57272.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      924538 | NC      | $1291.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      783033 | NC      | $5764.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   618000000 | NC      | $-4250.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3560000 | NC      | $-2511.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4459747 | NC      | $22931.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      758512 | NC      | $-205.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   300000000 | NC      | $-6731.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-8206.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      578632 | NC      | $5291.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      726944 | NC      | $3327.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060642 | NC      | $21199.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $-1770.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23588058 | NC      | $198371.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2430000 | NC      | $-14959.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      867821 | NC      | $3192.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $-2169.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5090000 | NC      | $577.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   614000000 | NC      | $-8602.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6299558 | NC      | $30629.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   838000000 | NC      | $-7925.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3560000 | NC      | $-24621.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |         319 | NC      | $398281.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    86490000 | NC      | $-4108.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   522000000 | NC      | $-3247.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   240000000 | NC      | $-3452.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-3470.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11920000 | NC      | $-93326.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      676848 | NC      | $-1686.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    48572837 | NC      | $1688403.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      686998 | NC      | $-34.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   288000000 | NC      | $-8405.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      740780 | NC      | $-142.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      895347 | NC      | $3629.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Nov25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           1 | NC      | $-4.20         | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      702892 | NC      | $3596.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      731061 | NC      | $4459.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   223000000 | NC      | $-1857.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   827000000 | NC      | $-7520.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    85770000 | NC      | $2796.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   970000000 | NC      | $-1827.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1196688 | NC      | $13506.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1248070 | NC      | $9004.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Jun27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |        1838 | NC      | $628525.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   180640000 | NC      | $-750785.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   921000000 | NC      | $-8768.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   899000000 | NC      | $-6108.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1250000 | NC      | $-4921.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD SM-C ET        | CUSIP: 922908751<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      341352 | NS      | $80893596.96   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-1877.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      673260 | NC      | $4639.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1087350000 | NC      | $-600405.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8210000 | NC      | $-727.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      654910 | NC      | $9574.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BOBL FUTURE  Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -248 | NC      | $125221.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2936302 | NC      | $4339.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   109790000 | NC      | $-200883.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      621661 | NC      | $7305.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21040000 | NC      | $-7443.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   150791785 | NC      | $4765490.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      778732 | NC      | $4754.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   863000000 | NC      | $-7580.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5580000 | NC      | $-30274.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-4810.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1559438 | NC      | $7110.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      705313 | NC      | $5269.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   287000000 | NC      | $-3645.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1422100000 | NC      | $-4373853.14   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2890000 | NC      | $-18600.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66000000 | NC      | $-968.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17370000 | NC      | $-1559.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI MAL        | CUSIP: 46434G814<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      195858 | NS      | $4767183.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62610000 | NC      | $-3215.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   885000000 | NC      | $-12177.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1034000000 | NC      | $-6476.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   214000000 | NC      | $-5232.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      698678 | NC      | $1324.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060031 | NC      | $3014.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1065502 | NC      | $-2008.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   872000000 | NC      | $-3636.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1570426 | NC      | $7901.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   664000000 | NC      | $-2668.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4584084 | NC      | $21334.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD LAR-C E        | CUSIP: 922908637<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      432707 | NS      | $123451307.10  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1059948 | NC      | $3096.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-2799.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      646569 | NC      | $2831.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   124360671 | NC      | $2293385.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   105330000 | NC      | $-27703.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71550000 | NC      | $-4531.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   256184342 | NC      | $259633.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      661567 | NC      | $5006.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   138010000 | NC      | $-37424.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2990000 | NC      | $-273.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      716712 | NC      | $3531.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Sep25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -939 | NC      | $1481670.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-950.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1061281 | NC      | $833.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   264000000 | NC      | $-5949.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11550000 | NC      | $-28625.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      797533 | NC      | $-1456.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      603765 | NC      | $11141.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-1768.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1345349 | NC      | $6967.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26820000 | NC      | $2000.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      698086 | NC      | $4983.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-2891.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    34054238 | NC      | $77681.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   815000000 | NC      | $-5086.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1750000 | NC      | $-5595.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   861000000 | NC      | $-5641.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI USA        | CUSIP: 46429B697<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     3562314 | NS      | $334394415.18  | 4.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard International Equity Index Funds        | VANGUARD FTSE EM        | CUSIP: 922042858<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |     6769065 | NS      | $334797954.90  | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62520000 | NC      | $-987740.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770137 | NC      | $-1541.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1069000000 | NC      | $-9014.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-1201.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                   | NIKKEI 225  (OSE) Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | JP        |        1106 | NC      | $1264989.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2190000 | NC      | $-12431.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      540000 | NC      | $-357.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      695654 | NC      | $8788.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   259000000 | NC      | $-1147.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14381154 | NC      | $93442.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   232000000 | NC      | $-8344.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      240000 | NC      | $-74.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1890000 | NC      | $-12070.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20780000 | NC      | $1009.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   619000000 | NC      | $-3211.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1136655 | NC      | $8533.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | E-Mini Russ 2000  Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |         206 | NC      | $1415.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2026384 | NC      | $11307.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8850000 | NC      | $-2128.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $-3326.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-2037.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   885000000 | NC      | $-12771.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4770000 | NC      | $114.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   884000000 | NC      | $-8996.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90630000 | NC      | $-4045.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      610799 | NC      | $1888.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    73839037 | NC      | $370666.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      590582 | NC      | $6221.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   920000000 | NC      | $-7711.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      911984 | NC      | $50671.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   317000000 | NC      | $-6505.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1061883 | NC      | $2893.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1340000 | NC      | $-8008.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   492000000 | NC      | $-1903.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53430000 | NC      | $1061.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      664678 | NC      | $3354.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      575681 | NC      | $2875.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3310000 | NC      | $-1790.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      778796 | NC      | $6301.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   844000000 | NC      | $-1279.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   552000000 | NC      | $-1826.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      935796 | NC      | $-1464.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   137820000 | NC      | $-40720.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1510000 | NC      | $-15559.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   295000000 | NC      | $-6817.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23201726 | NC      | $-132097.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      713820 | NC      | $3203.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      304367 | NC      | $1436.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1370000 | NC      | $-4020.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      170000 | NC      | $-550.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      645709 | NC      | $1473.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      697376 | NC      | $-620.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1410000 | NC      | $-2827.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1829318 | NC      | $8137.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Mar27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         424 | NC      | $143872.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      620000 | NC      | $-2123.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   582000000 | NC      | $-2444.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1460000 | NC      | $-3510.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1052439 | NC      | $53239.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      290000 | NC      | $-970.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      759545 | NC      | $2542.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-3619.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-2516.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13270000 | NC      | $435.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      558620 | NC      | $-458.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      661872 | NC      | $10011.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6040000 | NC      | $-17764.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6770000 | NC      | $-6850.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1078000000 | NC      | $-6746.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750000 | NC      | $-2045.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3695140 | NC      | $4062.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      605398 | NC      | $5069.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   917000000 | NC      | $-7347.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2050108 | NC      | $11141.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      630389 | NC      | $2909.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-7054.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1062711 | NC      | $2065.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      617133 | NC      | $2213.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   274000000 | NC      | $-5491.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      703505 | NC      | $2417.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18180000 | NC      | $-3203.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | S&P MID 400 EMINI Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DE               | CORP              | US        |         -65 | NC      | $-304830.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      620726 | NC      | $14160.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   216000000 | NC      | $-104.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55630000 | NC      | $1048.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      746011 | NC      | $3214.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1916202 | NC      | $3216.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1340000 | NC      | $-7860.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      932627 | NC      | $721.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                    | ISHARES-C S&P MC        | CUSIP: 464287507<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     8386471 | NS      | $520128931.42  | 6.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26905227 | NC      | $509339.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   210000000 | NC      | $-4259.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      792139 | NC      | $5538.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 34546000000 | NC      | $-1073882.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920878 | NC      | $3797.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      785472 | NC      | $-1636.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      730153 | NC      | $5118.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      696989 | NC      | $10412.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   434000000 | NC      | $-10299.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      876092 | NC      | $5835.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      602957 | NC      | $1360.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      767436 | NC      | $3459.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62020000 | NC      | $-4195.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6960000 | NC      | $-37870.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15960000 | NC      | $-3815.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1006000000 | NC      | $-6857.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Jan26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          35 | NC      | $-10750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   240000000 | NC      | $-6074.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    65370000 | NC      | $-2043.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      713986 | NC      | $3169.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5310000 | NC      | $-1151.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060133 | NC      | $2912.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $-3342.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   133510000 | NC      | $-47378.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      790566 | NC      | $4891.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      755846 | NC      | $5500.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9460000 | NC      | $1754.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LME LEAD FUTURE   Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |          32 | NC      | $12328.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90630000 | NC      | $-3629.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   836000000 | NC      | $-5292.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      694601 | NC      | $-1192.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      582331 | NC      | $-995.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20343553 | NC      | $-13494.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5620000 | NC      | $-28272.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      766926 | NC      | $-1589.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   825000000 | NC      | $-2433.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1003147 | NC      | $12683.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      934744 | NC      | $3926.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Oct25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         123 | NC      | $-164724.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    82920000 | NC      | $-5676.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   378000000 | NC      | $-5182.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64578674 | NC      | $1459746.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      614337 | NC      | $4328.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   Oct25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         342 | NC      | $86100.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD REAL ES        | CUSIP: 922908553<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1174363 | NS      | $104588768.78  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   381000000 | NC      | $-12120.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6680000 | NC      | $-38887.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   218000000 | NC      | $-3805.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    81770000 | NC      | $-2783646.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $-1887.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-1684.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   226000000 | NC      | $-1208.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        1577 | NC      | $-70473.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15990000 | NC      | $6444.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-4185.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      696526 | NC      | $2736.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      855215 | NC      | $-1668.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      673683 | NC      | $7918.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   213000000 | NC      | $-6969.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23530000 | NC      | $-590157.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      602873 | NC      | $5374.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   321000000 | NC      | $-5155.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   953000000 | NC      | $-6623.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3258021 | NC      | $16419.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11880000 | NC      | $-4027.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14660000 | NC      | $-2180.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   269000000 | NC      | $-6976.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI USA        | CUSIP: 46432F339<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      228911 | NS      | $41849509.02   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      953248 | NC      | $2882.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      598182 | NC      | $4885.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      694200 | NC      | $3502.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55990000 | NC      | $-81763.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1890000 | NC      | $-4842.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      738816 | NC      | $-324.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4110000 | NC      | $268.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LME COPPER FUTURE Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | N/A       |          85 | NC      | $-4997.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71610000 | NC      | $-4832.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      828097 | NC      | $-2008.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-6894.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    47190000 | NC      | $-4569.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   845000000 | NC      | $-4466.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      663332 | NC      | $3124.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   308000000 | NC      | $-6173.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   103642844 | NC      | $2047620.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62760000 | NC      | $-2457.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13205006 | NC      | $78270.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1065286 | NC      | $7505.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisdomtree Trust                                 | WISDOMTREE INDIA        | CUSIP: 97717W422<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |      433341 | NS      | $20570697.27   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   258000000 | NC      | $-7443.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   199000000 | NC      | $-7081.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   189000000 | NC      | $-1937.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60950000 | NC      | $-1305.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11330000 | NC      | $3818.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   267000000 | NC      | $-7013.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23757 | NC      | $6.24          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   288000000 | NC      | $-5813.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    63730000 | NC      | $204525.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      633450 | NC      | $3068.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-3554.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1007000000 | NC      | $-9742.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    80062527 | NC      | $1881775.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   446740000 | NC      | $59428.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2500000 | NC      | $-18245.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      677196 | NC      | $-2034.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10180000 | NC      | $-25799.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13800000 | NC      | $24187.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                   | TOPIX INDX FUTR   Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | JP        |         195 | NC      | $104922.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   786450000 | NC      | $-416687.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   248310000 | NC      | $-304932.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-876.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-951.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3986942 | NC      | $17769.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1012860 | NC      | $1886.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91390000 | NC      | $-5403.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      634593 | NC      | $10652.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    47310000 | NC      | $-416589.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-1672.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   701000000 | NC      | $-4751.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   361960000 | NC      | $-6670074.17   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32620000 | NC      | $-416860.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-1196.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | MSCI EAFE         Sep25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |           6 | NC      | $600.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28458454 | NC      | $49385.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5580000 | NC      | $-30713.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5940000 | NC      | $-10556.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI TUR        | CUSIP: 464286715<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       92566 | NS      | $2986179.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-2987.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1431980000 | NC      | $-458807.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11490000 | NC      | $2697.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   199000000 | NC      | $-2413.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-2304.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      609687 | NC      | $12618.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      654130 | NC      | $6003.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2140000 | NC      | $-6043.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-4141.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   252000000 | NC      | $-6306.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      872870 | NC      | $14606.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   153698735 | NC      | $2633940.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   851000000 | NC      | $-7221.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6145798 | NC      | $12591.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5790000 | NC      | $-5049.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      716842 | NC      | $3401.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      713436 | NC      | $-127.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      480000 | NC      | $-1074.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8552902 | NC      | $27343.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64960000 | NC      | $1359.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      730803 | NC      | $108.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Sep26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |        2870 | NC      | $750012.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-3317.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      905662 | NC      | $-240.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10430000 | NC      | $-3778.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-4972.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN OIL FUTR  Dec25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         368 | NC      | $-601770.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | Euro-BTP Future   Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |        5911 | NC      | $1402044.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      657470 | NC      | $-1629.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   215000000 | NC      | $-6017.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      804314 | NC      | $1321.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   979000000 | NC      | $-2251.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1041000000 | NC      | $-806.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   266000000 | NC      | $-4106.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   222000000 | NC      | $-1048.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   242000000 | NC      | $-5140.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-1765.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   534000000 | NC      | $-2206.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                            | DIM US CORE EQY2        | CUSIP: 25434V708<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |     3156100 | NS      | $113114624.00  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      744868 | NC      | $3971.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   314680000 | NC      | $-110981.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   134000000 | NC      | $-1946.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   152000000 | NC      | $-5408.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13600000 | NC      | $3284.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      748730 | NC      | $3714.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8610000 | NC      | $-1454.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Sep26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         631 | NC      | $195018.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1650000 | NC      | $-11651.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28500000 | NC      | $-4125.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      696294 | NC      | $3555.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   845000000 | NC      | $-4529.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1365220000 | NC      | $-395147.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                    | AUST 3YR BOND FUT Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | AU        |       -1409 | NC      | $-206388.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | LME PRI ALUM FUTR Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | N/A       |        -308 | NC      | $-423477.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   897000000 | NC      | $-1698.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2940000 | NC      | $-7579.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   974000000 | NC      | $-1392.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-4191.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   231000000 | NC      | $-3976.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      620884 | NC      | $4901.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   226000000 | NC      | $-2979.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25240000 | NC      | $-192520.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   818000000 | NC      | $-7687.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   692500000 | NC      | $-338106.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   220000000 | NC      | $-5947.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   586000000 | NC      | $-4238.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    73140000 | NC      | $-4790.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      642124 | NC      | $13480.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      160000 | NC      | $-355.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11910000 | NC      | $-6159.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      789004 | NC      | $4220.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6770000 | NC      | $-17164.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      742751 | NC      | $14228.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3640000 | NC      | $-15071.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   539000000 | NC      | $-5365.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      782880 | NC      | $2958.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   453000000 | NC      | $-15384.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1440000 | NC      | $-4201.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28538893 | NC      | $90495.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1015000000 | NC      | $-2868.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI TAI        | CUSIP: 46434G772<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |     1079103 | NS      | $61940512.20   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66990000 | NC      | $1653.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30818852 | NC      | $587694.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-3564.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39877522 | NC      | $210261.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      657599 | NC      | $4665.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   817000000 | NC      | $-4424.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      469166 | NC      | $2386.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3580000 | NC      | $-1560.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      166448 | NC      | $1000.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-5387.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      866227 | NC      | $1074.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2610000 | NC      | $-2612.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1664197 | NC      | $8358.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8030000 | NC      | $-1836.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18491255 | NC      | $48740.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-2638.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6276133 | NC      | $61928.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53170000 | NC      | $-12334.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   929000000 | NC      | $-8861.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      699270 | NC      | $2952.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-4620.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15970000 | NC      | $-1154.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    63320000 | NC      | $-778975.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20246465 | NC      | $52885.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21730000 | NC      | $-128248.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8530000 | NC      | $-5015.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   378000000 | NC      | $-5273.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3130809 | NC      | $111655.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   939000000 | NC      | $-9732.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    98910000 | NC      | $-1287698.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   962000000 | NC      | $-1503.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   111180000 | NC      | $-4765199.47   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-2093.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6690000 | NC      | $-18702.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      622075 | NC      | $6890.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   222990000 | NC      | $-50440.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      360000 | NC      | $-3151.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      668020 | NC      | $7563.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      753159 | NC      | $-2080.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-8734.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-7381.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1799403 | NC      | $-1335.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   934000000 | NC      | $-7803.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   220000000 | NC      | $-4947.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      624014 | NC      | $2411.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      859362 | NC      | $46450.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                     | US TREASURY NOTE        | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1404659000 | PA      | $1394060075.29 | 16.98%            | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-5385.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      716672 | NC      | $5528.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    77439729 | NC      | $-26955.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18140000 | NC      | $-3179.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1460000 | NC      | $-5510.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23100000 | NC      | $-6137.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8623689 | NC      | $-17548.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-1984.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      627136 | NC      | $2942.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-7977.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      861917 | NC      | $2237.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770884 | NC      | $-1736.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      672264 | NC      | $3319.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      745103 | NC      | $3736.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      638130 | NC      | $4155.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      713028 | NC      | $10653.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Jun26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        2098 | NC      | $476284.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   242000000 | NC      | $-3213.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   128000000 | NC      | $-2277.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-2376.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEFF FINANCIAL DERIVATIVES                       | IBEX 35 INDX FUTR Jul25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | ES        |          19 | NC      | $39923.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24000000 | NC      | $504.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   298000000 | NC      | $-5215.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16270000 | NC      | $-3379.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-10883.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   245000000 | NC      | $-2994.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710945 | NC      | $2858.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Aug25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          96 | NC      | $-21953.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | FTSE CHINA A50    Jul25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |        6983 | NC      | $-528916.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32450000 | NC      | $-118262.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1510000 | NC      | $-11918.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-2401.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1022000000 | NC      | $-7922.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      630845 | NC      | $8480.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 14059000000 | NC      | $-143370.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-3099.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1390000 | NC      | $-10840.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-3518.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35816381 | NC      | $50667.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7250000 | NC      | $-82105.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   295000000 | NC      | $-2343.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   264000000 | NC      | $-7389.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   671000000 | NC      | $-7278.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   838000000 | NC      | $-6668.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | NASDAQ 100 E-MINI Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DE               | CORP              | US        |        -117 | NC      | $-37130.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   156000000 | NC      | $-2685.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spdr S&P 500 Etf Trust                           | SPDR S&P 500 ETF        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      504158 | NS      | $311494020.30  | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4555915 | NC      | $69961.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1450000 | NC      | $-8916.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3860000 | NC      | $-4656.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91380000 | NC      | $-5153.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   907000000 | NC      | $-1981.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      595611 | NC      | $9676.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      629145 | NC      | $4153.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-3062.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Oct25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |        2234 | NC      | $-10514930.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      700623 | NC      | $3519.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10336423 | NC      | $52269.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      684133 | NC      | $3081.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1019240 | NC      | $5495.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      612578 | NC      | $3808.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      736801 | NC      | $-1258.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1002627 | NC      | $1880.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19960000 | NC      | $-275748.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41380000 | NC      | $-4499.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   662320000 | NC      | $-247418.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2570000 | NC      | $-6845.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1356570000 | NC      | $-147695.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   342000000 | NC      | $-11696.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4390000 | NC      | $-22723.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      670017 | NC      | $1629.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11629953 | NC      | $74090.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    70590000 | NC      | $1858.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18797514 | NC      | $734056.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-2046.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   128019543 | NC      | $3810564.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69240000 | NC      | $-2159.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1481987 | NC      | $2112.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | MSCI EmgMkt       Sep25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |        1530 | NC      | $421330.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1062513 | NC      | $2379.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      713633 | NC      | $-903.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5400000 | NC      | $-24667.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   221000000 | NC      | $1653.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39470111 | NC      | $563963.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51996908 | NC      | $751055.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10690000 | NC      | $532.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7291377 | NC      | $40078.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      445126 | NC      | $3198.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-2522.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      738693 | NC      | $4091.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1330000 | NC      | $-8201.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2280000 | NC      | $-3054.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1063193 | NC      | $14980.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10480000 | NC      | $-43540.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-9816.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16490000 | NC      | $-4107.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      628765 | NC      | $6861.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      708049 | NC      | $1656.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      604076 | NC      | $3074.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      777918 | NC      | $1267.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    40161116 | NC      | $65696.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      747294 | NC      | $4483.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      641244 | NC      | $4935.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770348 | NC      | $5870.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   484000000 | NC      | $-12968.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   965000000 | NC      | $-9609.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      648136 | NC      | $5557.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      742284 | NC      | $14694.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62811576 | NC      | $397944.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37053963 | NC      | $113753.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      644780 | NC      | $8605.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    68000000 | NC      | $-481.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    73000000 | NC      | $-1812.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1190000 | NC      | $-5149.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32650000 | NC      | $-544065.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   215000000 | NC      | $-4113.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2460000 | NC      | $-12955.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   198060000 | NC      | $-18583.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   279000000 | NC      | $-6701.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60040000 | NC      | $-17585.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 15476000000 | NC      | $487373.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71550000 | NC      | $-2681.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      634912 | NC      | $8852.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   854000000 | NC      | $-8447.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11470000 | NC      | $-7680.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      700842 | NC      | $8040.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   702000000 | NC      | $-1968.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   298250000 | NC      | $-63679.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   153611543 | NC      | $4558646.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   980000000 | NC      | $-8426.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-2473.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   557000000 | NC      | $-7497.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1120000000 | NC      | $-16262.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      965745 | NC      | $51919.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   819000000 | NC      | $-6802.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12595925 | NC      | $221876.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41940000 | NC      | $-3791.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   321000000 | NC      | $-6541.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      598297 | NC      | $2800.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14420000 | NC      | $3175.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51520000 | NC      | $-1437.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12670000 | NC      | $2784.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58400000 | NC      | $1204.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1021545 | NC      | $2080.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      550000 | NC      | $-313.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI THA        | CUSIP: 464286624<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       75645 | NS      | $3817803.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      578332 | NC      | $223.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11629496 | NC      | $99043.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-4249.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   386890000 | NC      | $-266820.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      533184 | NC      | $7736.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      663599 | NC      | $-1318.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | EURO FX CURR FUT  Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -273 | NC      | $-168062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   929000000 | NC      | $-8617.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8790000 | NC      | $-1094.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   539000000 | NC      | $-4070.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-3474.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   145000000 | NC      | $370.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   233000000 | NC      | $-3709.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69870000 | NC      | $-4463.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   997000000 | NC      | $-2025.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   629000000 | NC      | $-4728.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   296000000 | NC      | $-6457.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      756816 | NC      | $-1488.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-4425.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33354824 | NC      | $729368.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-2313.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      977754 | NC      | $-174.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-4060.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   255313456 | NC      | $657790.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1730000 | NC      | $-9941.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   239000000 | NC      | $-3311.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   300000000 | NC      | $-2960.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9590000 | NC      | $3180.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      574000 | NC      | $2409.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   581000000 | NC      | $-2234.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9528425 | NC      | $15809.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   953000000 | NC      | $-8478.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1450000 | NC      | $-4172.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9180000 | NC      | $-2766.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    56030000 | NC      | $-2984.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      661157 | NC      | $7766.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28720000 | NC      | $-5882.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91390000 | NC      | $-5469.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   400000000 | NC      | $-10392.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90630000 | NC      | $-3601.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SPA        | CUSIP: 464286764<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      236223 | NS      | $10400898.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   561000000 | NC      | $-6186.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | S&P500 EMINI FUT  Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DE               | CORP              | US        |        -352 | NC      | $-132300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   943000000 | NC      | $-1208.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      320000 | NC      | $-2972.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BUND FUTURE  Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |         720 | NC      | $5842.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   193000000 | NC      | $-4081.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6200480 | NC      | $34180.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   594000000 | NC      | $-6422.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      998659 | NC      | $50176.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | CHF CURRENCY FUT  Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -506 | NC      | $-795662.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   384000000 | NC      | $-2436.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   104695672 | NC      | $3555421.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   631120000 | NC      | $20461.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      650888 | NC      | $-1487.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    68100000 | NC      | $1681.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   332000000 | NC      | $-7306.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    67301147 | NC      | $490176.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060107 | NC      | $5718.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   251000000 | NC      | $-7769.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4200000 | NC      | $790.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1065281 | NC      | $-1670.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   623000000 | NC      | $-3499.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    34630000 | NC      | $-458435.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-4833.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      617759 | NC      | $4547.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                     | T 1 5/8 02/15/26        | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   485570000 | PA      | $477969508.75  | 5.82%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      746421 | NC      | $-1489.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24912662 | NC      | $274241.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      623357 | NC      | $281.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-3112.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-3314.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        1772 | NC      | $849049.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2481121 | NC      | $15934.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      618197 | NC      | $-998.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-2612.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3790000 | NC      | $-4884.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      743109 | NC      | $2895.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1980000 | NC      | $-10189.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   241000000 | NC      | $-8138.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4517725 | NC      | $-78215.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1093000000 | NC      | $-10085.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      390000 | NC      | $-1642.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   290000000 | NC      | $-3168.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      600000 | NC      | $-1483.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1904664 | NC      | $2213.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      626438 | NC      | $4008.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3690388 | NC      | $19598.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1063449 | NC      | $-188.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      718204 | NC      | $3997.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      631774 | NC      | $5331.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   252000000 | NC      | $-2934.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      614940 | NC      | $2257.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26310000 | NC      | $-224434.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      590000 | NC      | $-330.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7210000 | NC      | $-74845.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Nov25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         496 | NC      | $-2018180.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    76300000 | NC      | $-3456.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2280000 | NC      | $-5487.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   909000000 | NC      | $-3509.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1891027 | NC      | $2815.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-11385.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      808164 | NC      | $967.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11960000 | NC      | $-24404.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI FRA        | CUSIP: 464286707<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      201263 | NS      | $8614056.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-2581.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   820000000 | NC      | $-8366.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960895 | NC      | $6592.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      624161 | NC      | $-522.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9390000 | NC      | $-23001.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   109880000 | NC      | $-63434.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   880000000 | NC      | $-6353.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      765000 | NC      | $3818.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69400000 | NC      | $-4666.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51342984 | NC      | $613752.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      697369 | NC      | $4626.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -1359 | NC      | $-1873593.75   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1877859 | NC      | $2562.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $-1783.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      791401 | NC      | $4056.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2740000 | NC      | $-18183.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First American Funds Inc.                        | FIRST AM-TR OB-X        | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   539213395 | PA      | $539213394.53  | 6.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      906715 | NC      | $1657.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   244000000 | NC      | $-3755.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51150000 | NC      | $-69714.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91390000 | NC      | $-4744.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      699544 | NC      | $4116.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   206440000 | NC      | $280889.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   281000000 | NC      | $-3245.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44403020 | NC      | $238808.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      620365 | NC      | $3421.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35895703 | NC      | $35851.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      622744 | NC      | $11401.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   135910000 | NC      | $-948657.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      574558 | NC      | $-1368.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3300000 | NC      | $-3716.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2210653 | NC      | $-1812.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920267 | NC      | $-157.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1021033 | NC      | $11300.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58820000 | NC      | $82.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      768983 | NC      | $4225.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2380000 | NC      | $-3648.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   685000000 | NC      | $-9523.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      700145 | NC      | $-940.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-4360.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   128289155 | NC      | $3033958.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-6995.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4190000 | NC      | $-312.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO STOXX 50     Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DE               | CORP              | DE        |       -1285 | NC      | $57933.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60290000 | NC      | $-18713.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   249000000 | NC      | $-5301.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      628981 | NC      | $886.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    70370000 | NC      | $-3207.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4680000 | NC      | $-12217.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21889523 | NC      | $82523.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-8151.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15430000 | NC      | $-4789.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-5401.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      624649 | NC      | $2516.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                  | HSCEI Futures     Jul25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | HK        |        -397 | NC      | $160249.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4870000 | NC      | $-26115.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   863000000 | NC      | $-6633.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   688000000 | NC      | $-3008.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-4542.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   317000000 | NC      | $-1221.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14470000 | NC      | $3193.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      624287 | NC      | $2879.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | NIKKEI 225  (SGX) Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         383 | NC      | $123723.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      717324 | NC      | $2508.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | PLATINUM FUTURE   Oct25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -40 | NC      | $25830.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060039 | NC      | $5903.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5230000 | NC      | $-29610.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64171979 | NC      | $7395.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11335825 | NC      | $56938.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7394770 | NC      | $282507.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      661452 | NC      | $14871.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      647903 | NC      | $-1160.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-2524.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   277000000 | NC      | $-3651.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   826000000 | NC      | $-7207.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1005325 | NC      | $1041.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   292232924 | NC      | $660089.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-8715.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | KC HRW WHEAT FUT  Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -446 | NC      | $774937.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Jun27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         311 | NC      | $103092.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   944000000 | NC      | $-6693.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5620000 | NC      | $-18350.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      607805 | NC      | $-632.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1350000 | NC      | $-2690.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-3504.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      380000 | NC      | $-944.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   121330000 | NC      | $-2431217.27   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   190904412 | NC      | $1758617.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16780506 | NC      | $66445.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-7472.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10912898 | NC      | $89850.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13640000 | NC      | $2606.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      685071 | NC      | $2971.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7370000 | NC      | $-2600.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21040000 | NC      | $-8087.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | LME NICKEL FUTURE Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |         -93 | NC      | $-10133.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                    | AUST 10Y BOND FUT Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |         974 | NC      | $-255786.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1052943 | NC      | $58236.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-3307.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91380000 | NC      | $-5613.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1061200 | NC      | $914.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11750000 | NC      | $-1566.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91380000 | NC      | $-5248.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      722716 | NC      | $1704.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   926000000 | NC      | $-2187.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      827135 | NC      | $-1395.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      993246 | NC      | $15250.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      430830 | NC      | $1366.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-2278.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    63890000 | NC      | $1002.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      601238 | NC      | $3079.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | SILVER FUTURE     Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -78 | NC      | $46270.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI IND        | CUSIP: 46429B598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     2276392 | NS      | $126749506.56  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3297310 | NC      | $12466.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   200000000 | NC      | $-2847.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   240000000 | NC      | $-3325.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10670000 | NC      | $2329.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1480000 | NC      | $-5956.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   607000000 | NC      | $-3513.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   232755697 | NC      | $6663151.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-2193.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      751330 | NC      | $1862.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-4028.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   706000000 | NC      | $-8756.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3830000 | NC      | $-23961.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Jan26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         145 | NC      | $-234040.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14750000 | NC      | $4411.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   845000000 | NC      | $-5650.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   838000000 | NC      | $-8845.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      597933 | NC      | $4394.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-28

**Name of Applicant:** MUTUAL FUND SERIES TRUST

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer