# EDGAR Filing Document

**Accession Number:** 0001355064
**File Stem:** 0000910472-26-003447
**Filing Date:** 2026-2
**Character Count:** 365129
**Document Hash:** 2c612c0433c04037aa8d8fa91ad8ec56
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-003447.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000910472-26-003447

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260630

**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:** 26700194

**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/Aspect Enhanced Multi-Asset Fund (Series ID: S000083234)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000246756 | Catalyst/Aspect Enhanced Multi-Asset Fund Class I | CASIX           |
| C000246757 | Catalyst/Aspect Enhanced Multi-Asset Fund Class A | CASAX           |
| C000246758 | Catalyst/Aspect Enhanced Multi-Asset Fund Class C | CASCX           |

## 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/Aspect Enhanced Multi-Asset Fund

- **b. EDGAR series identifier (if any):** S000083234

- **c. LEI of Series:** 52990071JDTU8C9T5A05

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $96131994.63

**Total Liabilities:** $65760522.09

**Net Assets:** $30371472.54

**Amount of Assets Invested in Other Investment Companies:** $5638462.98

**Cash Not Reported:** $6509468.18

**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 C000246756 | 2.52%                | 1.57%                | 1.61%                |
| Class ID C000246757 | 2.53%                | 1.48%                | 1.62%                |
| Class ID C000246758 | 2.45%                | 1.50%                | 1.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $36592.09                                  |
| Month 2  | $-32.00                  | $37523.68                                  |
| Month 3  | $13671.12                | $-132877.68                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| First American Funds Inc.                           | FIRST AM-TR OB-X        | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   11838207 | PA      | $11838206.85  | 38.98%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                       | ISHARES CORE U.S        | CUSIP: 464287226<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     118496 | NS      | $11835380.48  | 38.97%            |  |  |  | No            |                  1 | On Loan: No      |
| BORSA ISTANBUL - FUTURES AND OPTIONS MARKET         | BIST 30 FUTURES   Feb26 | CUSIP: N/A<br>LEI: 7890005BROHWAPA36140       | Short            | DE               | CORP              | TR        |        -24 | NC      | $995.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | AUDUSD Crncy Fut  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          1 | NC      | $364.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JSE EQUITY DERIVATIVES MARKET                       | FTSE/JSE TOP 40   Mar26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | ZA        |          4 | NC      | $2486.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                           | SET50 FUTURES     Mar26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | TH        |         10 | NC      | $-32.10       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR  Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -2 | NC      | $96.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | BP CURRENCY FUT   Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          1 | NC      | $343.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE       Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -1 | NC      | $25.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | MILL WHEAT EURO   Mar26 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | FR        |        -26 | NC      | $4131.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COCOA FUTURE      Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -2 | NC      | $-19410.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COCOA FUTURE      May26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -1 | NC      | $-11090.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     115317 | NC      | $1464.06      | 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       |     115327 | NC      | $1453.56      | 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       |      32944 | NC      | $422.32       | 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       |      16514 | NC      | $169.14       | 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       |      16516 | NC      | $167.12       | 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       |      33042 | NC      | $323.95       | 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       |      16530 | NC      | $152.69       | 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       |      16532 | NC      | $151.43       | 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       |      16529 | NC      | $153.60       | 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       |      16530 | NC      | $153.20       | 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       |      16551 | NC      | $132.04       | 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       |      16553 | NC      | $129.74       | 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       |      16531 | NC      | $151.55       | 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       |      16535 | NC      | $148.00       | 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       |      33079 | NC      | $286.62       | 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       |      16579 | NC      | $103.87       | 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       |      16580 | NC      | $102.62       | 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       |      33221 | NC      | $145.13       | 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       |      33185 | NC      | $180.85       | 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       |      33222 | NC      | $143.86       | 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       |      16596 | NC      | $86.61        | 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       |      16597 | NC      | $86.42        | 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       |      33145 | NC      | $221.03       | 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       |      33135 | NC      | $231.19       | 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       |      33228 | NC      | $137.51       | 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       |      33191 | NC      | $175.30       | 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       |      16627 | NC      | $55.68        | 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       |      16627 | NC      | $55.67        | 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       |      33293 | NC      | $73.10        | 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       |      33177 | NC      | $189.45       | 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       |      16672 | NC      | $11.35        | 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       |      16673 | NC      | $10.10        | 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       |      16653 | NC      | $29.91        | 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       |      16655 | NC      | $27.51        | 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       |      33240 | NC      | $126.35       | 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       |      16617 | NC      | $66.20        | 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       |      16619 | NC      | $63.55        | 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       |      33189 | NC      | $176.70       | 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       |      16588 | NC      | $95.03        | 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       |      16592 | NC      | $90.91        | 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       |      16542 | NC      | $140.87       | 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       |      16543 | NC      | $140.35       | 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       |      33009 | NC      | $357.05       | 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       |      33535 | NC      | $-168.89      | -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       |      33590 | NC      | $-224.04      | -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       |      16734 | NC      | $-50.50       | -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       |      16735 | NC      | $-52.05       | -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       |      16788 | NC      | $-105.15      | -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       |      16788 | NC      | $-105.25      | -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       |      16733 | NC      | $-49.56       | -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       |      16734 | NC      | $-50.56       | -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       |      16674 | NC      | $9.45         | 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       |      16675 | NC      | $7.60         | 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       |     750004 | NC      | $-10726.70    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $-701.45      | -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       |     500002 | NC      | $-6264.08     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $336.57       | 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       |      50000 | NC      | $591.82       | 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       |      25000 | NC      | $346.34       | 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       |      25000 | NC      | $347.80       | 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       |      50000 | NC      | $748.79       | 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       |      50000 | NC      | $740.22       | 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       |      25000 | NC      | $363.68       | 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       |      25000 | NC      | $366.34       | 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       |      25000 | NC      | $343.95       | 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       |      25000 | NC      | $344.50       | 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       |      25000 | NC      | $271.31       | 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       |      25000 | NC      | $274.43       | 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       |      50000 | NC      | $373.65       | 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       |      25000 | NC      | $148.80       | 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       |      25000 | NC      | $150.62       | 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       |      25000 | NC      | $144.84       | 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       |      25000 | NC      | $145.06       | 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       |      25000 | NC      | $121.00       | 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       |      25000 | NC      | $133.18       | 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       |      25000 | NC      | $114.36       | 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       |      25000 | NC      | $117.40       | 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       |      50000 | NC      | $255.77       | 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       |      25000 | NC      | $147.65       | 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       |      25000 | NC      | $148.20       | 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       |      25000 | NC      | $190.57       | 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       |      25000 | NC      | $190.82       | 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       |      25000 | NC      | $197.69       | 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       |      25000 | NC      | $199.39       | 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       |      50000 | NC      | $420.22       | 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       |      25000 | NC      | $186.64       | 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       |      25000 | NC      | $188.09       | 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       |      25000 | NC      | $192.17       | 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       |      25000 | NC      | $193.45       | 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       |      25000 | NC      | $160.28       | 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       |      25000 | NC      | $163.11       | 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       |      25000 | NC      | $182.96       | 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       |      25000 | NC      | $183.51       | 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       |      25000 | NC      | $199.12       | 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       |      25000 | NC      | $202.91       | 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       |      50000 | NC      | $416.54       | 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       |      25000 | NC      | $184.97       | 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       |      25000 | NC      | $185.43       | 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       |      25000 | NC      | $216.17       | 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       |      25000 | NC      | $216.49       | 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       |      25000 | NC      | $142.38       | 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       |      25000 | NC      | $143.54       | 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       |      50000 | NC      | $247.05       | 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       |      25000 | NC      | $100.53       | 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       |      25000 | NC      | $102.51       | 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       |      25000 | NC      | $58.18        | 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       |      25000 | NC      | $58.37        | 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       |      25000 | NC      | $54.35        | 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       |      25000 | NC      | $61.15        | 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       |      25000 | NC      | $39.10        | 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       |      25000 | NC      | $39.13        | 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       |      25000 | NC      | $37.76        | 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       |      25000 | NC      | $39.39        | 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       |      25000 | NC      | $37.35        | 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       |      25000 | NC      | $43.96        | 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       |      25000 | NC      | $40.21        | 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       |      25000 | NC      | $40.48        | 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       |      25000 | NC      | $47.14        | 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       |      25000 | NC      | $48.05        | 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       |      25000 | NC      | $63.16        | 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       |      25000 | NC      | $63.18        | 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       |      25000 | NC      | $42.60        | 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       |      25000 | NC      | $49.02        | 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       |      25000 | NC      | $57.20        | 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       |      25000 | NC      | $58.24        | 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       |      50000 | NC      | $140.18       | 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       |      25000 | NC      | $10.09        | 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       |      25000 | NC      | $19.06        | 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       |      25000 | NC      | $12.22        | 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       |      25000 | NC      | $13.68        | 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       |      25000 | NC      | $99.88        | 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       |      25000 | NC      | $100.75       | 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       |      25000 | NC      | $61.09        | 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       |      25000 | NC      | $61.36        | 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       |      25000 | NC      | $87.38        | 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       |      25000 | NC      | $88.47        | 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       |      50000 | NC      | $171.90       | 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       |      25000 | NC      | $76.56        | 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       |      25000 | NC      | $77.35        | 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       |      25000 | NC      | $-67.52       | -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       |      25000 | NC      | $-64.77       | -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       |      25000 | NC      | $-98.97       | -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       |      25000 | NC      | $-98.06       | -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       |      25000 | NC      | $-92.23       | -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       |      25000 | NC      | $-92.06       | -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       |      25000 | NC      | $-49.71       | -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       |      25000 | NC      | $-47.43       | -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       |      25000 | NC      | $-97.01       | -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       |      25000 | NC      | $-95.84       | -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       |      25000 | NC      | $-58.50       | -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       |      25000 | NC      | $-57.12       | -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       |      25000 | NC      | $-42.00       | -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       |      25000 | NC      | $-38.96       | -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       |      25000 | NC      | $-60.69       | -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       |      25000 | NC      | $-60.65       | -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       |      25000 | NC      | $-60.69       | -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       |      25000 | NC      | $-60.65       | -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       |      50000 | NC      | $-28.63       | -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       |      25000 | NC      | $201.64       | 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       |      25000 | NC      | $204.21       | 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       |      25000 | NC      | $189.63       | 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       |      25000 | NC      | $191.47       | 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       |      25000 | NC      | $282.25       | 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       |      25000 | NC      | $285.16       | 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       |      25000 | NC      | $311.96       | 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       |      25000 | NC      | $314.16       | 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       |      25000 | NC      | $136.74       | 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       |      25000 | NC      | $137.66       | 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       |      25000 | NC      | $53.85        | 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       |      25000 | NC      | $54.11        | 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       |      25000 | NC      | $33.78        | 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       |      25000 | NC      | $35.03        | 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       |      25000 | NC      | $37.65        | 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       |      25000 | NC      | $38.98        | 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       |      25000 | NC      | $57.74        | 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       |      25000 | NC      | $59.49        | 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       |      25000 | NC      | $62.74        | 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       |      25000 | NC      | $66.86        | 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       |      25000 | NC      | $98.15        | 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       |      25000 | NC      | $100.37       | 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       |      25000 | NC      | $90.42        | 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       |      25000 | NC      | $92.73        | 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       |      25000 | NC      | $98.41        | 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       |      25000 | NC      | $104.69       | 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       |      25000 | NC      | $1.65         | 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       |      25000 | NC      | $2.28         | 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       |      25000 | NC      | $149.49       | 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       |      25000 | NC      | $150.12       | 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       |      25000 | NC      | $37.42        | 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       |      25000 | NC      | $38.30        | 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       |      50000 | NC      | $87.02        | 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       |      25000 | NC      | $15.97        | 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       |      25000 | NC      | $20.56        | 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       |      25000 | NC      | $69.32        | 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       |      25000 | NC      | $76.00        | 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       |      25000 | NC      | $23.87        | 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       |      25000 | NC      | $24.99        | 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       |      50000 | NC      | $64.31        | 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       |      25000 | NC      | $-42.01       | -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       |      25000 | NC      | $-40.43       | -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       |      25000 | NC      | $-153.36      | -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       |      25000 | NC      | $-153.23      | -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       |      25000 | NC      | $-10.76       | -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       |      25000 | NC      | $-9.24        | -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       |      25000 | NC      | $-75.43       | -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       |      25000 | NC      | $-68.99       | -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       |      25000 | NC      | $-178.46      | -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       |      25000 | NC      | $-176.55      | -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       |      25000 | NC      | $-80.44       | -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       |      25000 | NC      | $-79.56       | -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       |      25000 | NC      | $-62.63       | -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       |      25000 | NC      | $-62.52       | -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       |      25000 | NC      | $-118.11      | -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       |      25000 | NC      | $-117.59      | -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       |      25000 | NC      | $-56.60       | -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       |      25000 | NC      | $-48.40       | -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       |      25000 | NC      | $-110.96      | -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       |      25000 | NC      | $-110.28      | -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       |      25000 | NC      | $-31.36       | -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       |      25000 | NC      | $-8.92        | -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       |      25000 | NC      | $-28.34       | -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       |      25000 | NC      | $-22.35       | -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       |      25000 | NC      | $-54.78       | -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       |      25000 | NC      | $-45.04       | -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       |      25000 | NC      | $-55.21       | -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       |      25000 | NC      | $-48.40       | -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       |      25000 | NC      | $-67.23       | -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       |      25000 | NC      | $-64.57       | -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       |      25000 | NC      | $-86.54       | -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       |      25000 | NC      | $-86.31       | -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       |      25000 | NC      | $-40.67       | -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       |      25000 | NC      | $-40.55       | -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       |      25000 | NC      | $10.56        | 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       |      25000 | NC      | $10.59        | 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       |      50000 | NC      | $10.70        | 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       |     550003 | NC      | $16644.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $553.69       | 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       |      25000 | NC      | $575.68       | 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       |      50000 | NC      | $661.60       | 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       |      50000 | NC      | $627.69       | 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       |      25000 | NC      | $285.53       | 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       |      25000 | NC      | $287.00       | 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       |      50000 | NC      | $576.10       | 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       |      25000 | NC      | $256.99       | 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       |      25000 | NC      | $258.53       | 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       |      25000 | NC      | $282.54       | 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       |      25000 | NC      | $284.51       | 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       |      25000 | NC      | $273.09       | 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       |      25000 | NC      | $274.16       | 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       |      50000 | NC      | $557.37       | 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       |      50000 | NC      | $548.12       | 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       |      25000 | NC      | $249.00       | 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       |      25000 | NC      | $249.82       | 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       |      25000 | NC      | $243.76       | 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       |      25000 | NC      | $244.28       | 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       |      50000 | NC      | $414.85       | 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       |      25000 | NC      | $204.20       | 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       |      25000 | NC      | $206.54       | 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       |      25000 | NC      | $218.04       | 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       |      25000 | NC      | $219.97       | 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       |      25000 | NC      | $197.05       | 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       |      25000 | NC      | $197.20       | 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       |      25000 | NC      | $203.39       | 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       |      25000 | NC      | $203.46       | 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       |      50000 | NC      | $320.15       | 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       |      25000 | NC      | $130.77       | 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       |      25000 | NC      | $130.84       | 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       |      25000 | NC      | $104.86       | 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       |      25000 | NC      | $105.47       | 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       |      25000 | NC      | $41.40        | 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       |      25000 | NC      | $44.02        | 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       |      25000 | NC      | $43.70        | 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       |      25000 | NC      | $44.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - COP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     500002 | NC      | $-4736.14     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CZK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     800000 | NC      | $-770.53      | -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       |     559079 | NC      | $-1786.03     | -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       |     572848 | NC      | $-7774.50     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     550978 | NC      | $-7694.43     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     418814 | NC      | $-5943.17     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      46555 | NC      | $-104.21      | -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       |     526076 | NC      | $3132.02      | 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       |      29235 | NC      | $165.20       | 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       |      29240 | NC      | $160.28       | 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       |     603741 | NC      | $19.81        | 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       |     603818 | NC      | $16.05        | 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       |     273699 | NC      | $-361.73      | -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       |     273796 | NC      | $-372.36      | -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       |      58514 | NC      | $287.05       | 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       |  117338390 | NC      | $13816.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  649910160 | NC      | $76293.56     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     106063 | NC      | $-141.24      | -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       |     106085 | NC      | $-147.55      | -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       |     605703 | NC      | $-75.68       | -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       |     605703 | NC      | $-75.69       | -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       |    9595700 | NC      | $101.38       | 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       |    9596466 | NC      | $99.04        | 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       |     212210 | NC      | $-306.08      | -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       |    9600496 | NC      | $86.74        | 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       |    9601226 | NC      | $84.51        | 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       |     605490 | NC      | $-65.30       | -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       |     605492 | NC      | $-65.41       | -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       |     106070 | NC      | $-143.24      | -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       |     106071 | NC      | $-143.48      | -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       |      58500 | NC      | $300.93       | 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       |    9597124 | NC      | $97.03        | 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       |    9612186 | NC      | $51.04        | 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       |     274245 | NC      | $-421.12      | -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       |     274486 | NC      | $-447.40      | -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       |     106040 | NC      | $-134.96      | -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       |     106052 | NC      | $-138.34      | -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       |      23338 | NC      | $-128.37      | -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       |      23338 | NC      | $-129.32      | -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       |    9596556 | NC      | $98.77        | 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       |    9596786 | NC      | $98.06        | 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       |     605653 | NC      | $-73.27       | -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       |     605728 | NC      | $-76.88       | -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       |     106061 | NC      | $-140.65      | -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       |     106063 | NC      | $-141.37      | -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       |     274049 | NC      | $-399.84      | -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       |     274062 | NC      | $-401.22      | -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       |     106057 | NC      | $-139.56      | -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       |     106069 | NC      | $-142.99      | -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       |    9594669 | NC      | $104.53       | 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       |    9600571 | NC      | $86.51        | 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       |      23344 | NC      | $-136.93      | -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       |      23344 | NC      | $-137.05      | -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       |    9583801 | NC      | $137.71       | 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       |    9596046 | NC      | $100.32       | 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       |     606209 | NC      | $-100.29      | -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       |     606457 | NC      | $-112.37      | -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       |     273878 | NC      | $-381.24      | -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       |     273882 | NC      | $-381.66      | -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       |     106007 | NC      | $-125.87      | -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       |     106026 | NC      | $-130.99      | -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       |      23362 | NC      | $-159.04      | -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       |      23364 | NC      | $-161.71      | -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       |    9616529 | NC      | $37.78        | 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       |    9616904 | NC      | $36.64        | 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       |     106088 | NC      | $-148.18      | -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       |     106100 | NC      | $-151.57      | -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       |     547664 | NC      | $-752.54      | -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       |     608137 | NC      | $-194.11      | -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       |     608171 | NC      | $-195.77      | -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       |   19324819 | NC      | $-204.60      | -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       |      23403 | NC      | $-210.69      | -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       |      23406 | NC      | $-215.22      | -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       |     295261 | NC      | $106.24       | 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       |     295281 | NC      | $104.24       | 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       |     106134 | NC      | $-161.24      | -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       |     106139 | NC      | $-162.43      | -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       |      23415 | NC      | $-226.31      | -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       |      23417 | NC      | $-228.51      | -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       |    9638803 | NC      | $-30.23       | -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       |    9639206 | NC      | $-31.46       | -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       |      23404 | NC      | $-211.93      | -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       |      23406 | NC      | $-215.24      | -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       |    1213876 | NC      | $-271.55      | -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       |     592107 | NC      | $55.28        | 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       |     211796 | NC      | $-190.63      | -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       |    9634311 | NC      | $-16.51       | -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       |    9634973 | NC      | $-18.53       | -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       |      46729 | NC      | $-324.25      | -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       |      58626 | NC      | $174.43       | 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       |     295965 | NC      | $36.38        | 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       |     296151 | NC      | $18.02        | 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       |    9629541 | NC      | $-1.95        | -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       |    9641281 | NC      | $-37.79       | -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       |    1211573 | NC      | $-159.50      | -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       |     592342 | NC      | $32.03        | 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       |     211636 | NC      | $-146.17      | -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       |      58808 | NC      | $-7.02        | -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       |     297181 | NC      | $-84.26       | -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       |     297235 | NC      | $-89.56       | -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       |      58849 | NC      | $-48.53       | -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       |    9671769 | NC      | $-130.88      | -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       |    9672851 | NC      | $-134.19      | -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       |     297592 | NC      | $-125.03      | -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       |     297648 | NC      | $-130.57      | -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       |     297735 | NC      | $-139.16      | -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       |     297814 | NC      | $-147.05      | -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       |     298262 | NC      | $-191.48      | -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       |     298296 | NC      | $-194.81      | -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       |      29428 | NC      | $-27.59       | -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       |      29428 | NC      | $-27.84       | -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       |      21988 | NC      | $-239.44      | -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       |      21990 | NC      | $-241.10      | -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       |      58860 | NC      | $-59.57       | -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       |    9654311 | NC      | $-77.58       | -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       |    9654391 | NC      | $-77.82       | -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       |     298777 | NC      | $-242.52      | -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       |     298811 | NC      | $-245.91      | -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       |     298879 | NC      | $-252.69      | -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       |     299166 | NC      | $-281.21      | -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       |      22002 | NC      | $-257.38      | -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       |      22009 | NC      | $-267.18      | -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       |     299367 | NC      | $-301.14      | -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       |     299575 | NC      | $-321.72      | -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       |      43881 | NC      | $-350.26      | -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       |     299919 | NC      | $-355.91      | -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       |     300078 | NC      | $-371.60      | -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       |     105736 | NC      | $-50.29       | -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       |     105737 | NC      | $-50.63       | -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       |      23329 | NC      | $-117.59      | -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       |      23329 | NC      | $-117.90      | -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       |    9091257 | NC      | $645.59       | 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       |     299786 | NC      | $-342.64      | -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       |     299959 | NC      | $-359.87      | -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       |      21985 | NC      | $-234.34      | -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       |      21987 | NC      | $-237.28      | -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       |      29551 | NC      | $-151.01      | -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       |      29552 | NC      | $-151.22      | -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       |     273537 | NC      | $-344.21      | -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       |     273710 | NC      | $-363.02      | -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       |     299509 | NC      | $-315.21      | -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       |     299597 | NC      | $-323.94      | -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       |     609360 | NC      | $-253.66      | -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       |     609368 | NC      | $-254.04      | -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       |     299403 | NC      | $-304.69      | -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       |     299515 | NC      | $-315.83      | -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       |      29337 | NC      | $63.41        | 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       |      29337 | NC      | $63.36        | 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       |      44044 | NC      | $-569.57      | -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       |     299802 | NC      | $-344.24      | -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       |     300081 | NC      | $-371.93      | -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       |      23286 | NC      | $-62.90       | -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       |      23289 | NC      | $-67.50       | -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       |     300200 | NC      | $-383.77      | -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       |     300340 | NC      | $-397.66      | -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       |    9706461 | NC      | $-236.81      | -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       |    9709294 | NC      | $-245.46      | -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       |     273222 | NC      | $-309.96      | -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       |     273350 | NC      | $-323.87      | -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       |     300028 | NC      | $-366.66      | -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       |     300365 | NC      | $-400.11      | -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       |    9118234 | NC      | $473.02       | 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       |      58810 | NC      | $-9.07        | -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       |     299998 | NC      | $-363.74      | -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       |     300125 | NC      | $-376.31      | -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       |      21978 | NC      | $-224.91      | -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       |      21979 | NC      | $-226.59      | -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       |    4567510 | NC      | $182.82       | 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       |    4567658 | NC      | $181.87       | 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       |     299136 | NC      | $-278.14      | -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       |     299270 | NC      | $-291.52      | -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       |      23295 | NC      | $-74.61       | -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       |      23295 | NC      | $-75.07       | -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       |     299603 | NC      | $-324.49      | -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       |     299705 | NC      | $-334.64      | -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       |      43798 | NC      | $-237.43      | -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       |     597826 | NC      | $-512.14      | -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       |    9730262 | NC      | $-309.48      | -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       |    9733435 | NC      | $-319.17      | -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       |     298960 | NC      | $-260.71      | -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       |     298976 | NC      | $-262.35      | -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       |     545082 | NC      | $-471.77      | -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       |    9106833 | NC      | $545.95       | 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       |     298974 | NC      | $-262.08      | -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       |     298989 | NC      | $-263.58      | -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       |     596301 | NC      | $-360.78      | -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       |    4609158 | NC      | $-83.60       | -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       |    4609676 | NC      | $-86.91       | -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       |    9222726 | NC      | $-195.40      | -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       |     297188 | NC      | $-84.89       | -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       |     297291 | NC      | $-95.16       | -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       |   19588568 | NC      | $-1009.92     | -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       |    1216452 | NC      | $-396.90      | -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       |     105709 | NC      | $-42.87       | -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       |     105757 | NC      | $-56.24       | -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       |   19601268 | NC      | $-1048.70     | -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       |   19523293 | NC      | $-810.61      | -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       |     105485 | NC      | $19.56        | 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       |     105542 | NC      | $3.84         | 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       |      58938 | NC      | $-137.07      | -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       |     105733 | NC      | $-49.39       | -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       |     105738 | NC      | $-50.83       | -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       |      66009 | NC      | $1389.67      | 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       |      66487 | NC      | $912.15       | 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       |      66680 | NC      | $719.15       | 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       |      33364 | NC      | $335.93       | 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       |      33372 | NC      | $327.10       | 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       |      33431 | NC      | $268.02       | 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       |      33432 | NC      | $267.52       | 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       |      66769 | NC      | $629.65       | 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       |     200000 | NC      | $682.03       | 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       |      50000 | NC      | $175.02       | 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       |      25000 | NC      | $87.08        | 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       |      25000 | NC      | $87.64        | 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       |      50000 | NC      | $163.32       | 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       |      33371 | NC      | $328.33       | 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       |      33374 | NC      | $325.80       | 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       |      50000 | NC      | $281.43       | 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       |      66626 | NC      | $772.75       | 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       |     100000 | NC      | $546.44       | 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       |      66653 | NC      | $745.45       | 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       |      66861 | NC      | $538.30       | 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       |      67092 | NC      | $306.70       | 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       |      33426 | NC      | $273.68       | 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       |      33426 | NC      | $273.43       | 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       |     175000 | NC      | $1619.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $231.49       | 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       |      66945 | NC      | $453.52       | 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       |      33526 | NC      | $173.83       | 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       |      33530 | NC      | $169.73       | 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       |      33318 | NC      | $381.65       | 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       |      33318 | NC      | $381.57       | 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       |      66860 | NC      | $538.74       | 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       |      66893 | NC      | $505.49       | 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       |      25000 | NC      | $33.02        | 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       |      25000 | NC      | $33.94        | 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       |      25000 | NC      | $43.11        | 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       |      25000 | NC      | $43.34        | 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       |      67597 | NC      | $-197.85      | -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       |      25000 | NC      | $34.78        | 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       |      25000 | NC      | $35.15        | 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       |      50000 | NC      | $89.56        | 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       |      50000 | NC      | $73.52        | 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       |      25000 | NC      | $64.54        | 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       |      25000 | NC      | $65.28        | 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       |      67427 | NC      | $-28.29       | -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       |      25000 | NC      | $46.88        | 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       |      25000 | NC      | $49.17        | 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       |      25000 | NC      | $29.14        | 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       |      25000 | NC      | $29.48        | 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       |      50000 | NC      | $-19.96       | -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       |      67576 | NC      | $-177.14      | -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       |      25000 | NC      | $-22.07       | -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       |      25000 | NC      | $-19.71       | -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       |      25000 | NC      | $-30.02       | -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       |      25000 | NC      | $-28.27       | -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       |      25000 | NC      | $-11.66       | -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       |      25000 | NC      | $-9.84        | -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       |      33694 | NC      | $5.73         | 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       |      33699 | NC      | $0.05         | 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       |      25000 | NC      | $32.42        | 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       |      25000 | NC      | $38.41        | 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       |      25000 | NC      | $38.31        | 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       |      25000 | NC      | $38.86        | 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       |      25000 | NC      | $41.56        | 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       |      25000 | NC      | $41.69        | 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       |      25000 | NC      | $46.17        | 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       |      25000 | NC      | $49.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1350000 | NC      | $-3765.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     150000 | NC      | $-407.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $22.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - IDR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $-108.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - IDR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $-142.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - IDR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $15.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - IDR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $16.93        | 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       |     850000 | NC      | $17565.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $643.47       | 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       |     100000 | NC      | $185.50       | 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       |      25000 | NC      | $91.81        | 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       |      25000 | NC      | $93.74        | 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       |      25000 | NC      | $97.86        | 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       |      25000 | NC      | $98.99        | 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       |      25000 | NC      | $0.07         | 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       |      25000 | NC      | $19.15        | 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       |      25000 | NC      | $21.72        | 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       |      25000 | NC      | $27.41        | 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       |      25000 | NC      | $143.43       | 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       |      25000 | NC      | $151.99       | 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       |      25000 | NC      | $133.77       | 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       |      25000 | NC      | $141.23       | 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       |      25000 | NC      | $107.05       | 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       |      25000 | NC      | $112.21       | 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       |      25000 | NC      | $10.04        | 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       |      25000 | NC      | $13.96        | 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       |      25000 | NC      | $-17.85       | -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       |      25000 | NC      | $-16.69       | -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       |      25000 | NC      | $-16.41       | -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       |      25000 | NC      | $-13.37       | -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       |      25000 | NC      | $31.57        | 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       |      25000 | NC      | $33.83        | 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       |      25000 | NC      | $-45.54       | -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       |      25000 | NC      | $-24.69       | -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       |      25000 | NC      | $-30.46       | -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       |      25000 | NC      | $-28.42       | -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       |      25000 | NC      | $-190.02      | -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       |      25000 | NC      | $-189.83      | -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       |      50000 | NC      | $-433.52      | -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       |      50000 | NC      | $-448.14      | -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       |      50000 | NC      | $-572.07      | -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       |      25000 | NC      | $-298.78      | -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       |      25000 | NC      | $-298.49      | -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       |      25000 | NC      | $-261.18      | -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       |      25000 | NC      | $-261.14      | -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       |      50000 | NC      | $-488.44      | -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       |      25000 | NC      | $-344.09      | -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       |      25000 | NC      | $-343.80      | -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       |      50000 | NC      | $-1169.11     | -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       |      50000 | NC      | $-737.69      | -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       |      25000 | NC      | $-584.73      | -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       |      25000 | NC      | $-583.07      | -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       |      25000 | NC      | $-588.85      | -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       |      25000 | NC      | $-588.73      | -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       |      25000 | NC      | $-373.00      | -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       |      25000 | NC      | $-372.52      | -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       |      25000 | NC      | $-586.01      | -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       |      25000 | NC      | $-577.77      | -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       |      25000 | NC      | $-322.00      | -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       |      25000 | NC      | $-320.95      | -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       |      25000 | NC      | $-307.64      | -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       |      25000 | NC      | $-307.45      | -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       |      25000 | NC      | $-560.05      | -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       |      25000 | NC      | $-559.69      | -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       |      25000 | NC      | $-414.90      | -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       |      25000 | NC      | $-406.60      | -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       |      25000 | NC      | $-617.54      | -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       |      25000 | NC      | $-593.45      | -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       |      25000 | NC      | $-552.97      | -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       |      25000 | NC      | $-552.83      | -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       |      50000 | NC      | $-590.85      | -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       |      50000 | NC      | $-1081.22     | -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       |      25000 | NC      | $-289.12      | -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       |      25000 | NC      | $-281.96      | -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       |      25000 | NC      | $-561.52      | -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       |      25000 | NC      | $-558.99      | -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       |      25000 | NC      | $-329.58      | -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       |      25000 | NC      | $-327.50      | -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       |      50000 | NC      | $-1117.21     | -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       |      50000 | NC      | $-568.62      | -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       |      25000 | NC      | $-492.14      | -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       |      25000 | NC      | $-491.94      | -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       |      25000 | NC      | $-235.02      | -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       |      25000 | NC      | $-234.40      | -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       |      25000 | NC      | $-471.02      | -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       |      25000 | NC      | $-470.53      | -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       |      25000 | NC      | $-464.83      | -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       |      25000 | NC      | $-461.22      | -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       |      25000 | NC      | $-164.59      | -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       |      25000 | NC      | $-164.17      | -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       |      50000 | NC      | $-868.50      | -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       |      50000 | NC      | $-338.53      | -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       |      50000 | NC      | $-786.52      | -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       |      50000 | NC      | $-580.50      | -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       |      50000 | NC      | $-71.84       | -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       |      25000 | NC      | $-307.94      | -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       |      25000 | NC      | $-307.78      | -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       |      50000 | NC      | $-430.42      | -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       |      50000 | NC      | $-546.13      | -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       |      50000 | NC      | $-526.72      | -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       |      50000 | NC      | $-471.38      | -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       |      50000 | NC      | $-373.13      | -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       |      50000 | NC      | $-295.83      | -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       |      25000 | NC      | $-206.37      | -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       |      25000 | NC      | $-206.29      | -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       |      50000 | NC      | $-471.13      | -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       |      50000 | NC      | $-610.39      | -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       |      25000 | NC      | $-57.28       | -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       |      25000 | NC      | $-55.68       | -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       |      50000 | NC      | $-305.89      | -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       |      50000 | NC      | $-78.31       | -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       |      50000 | NC      | $-285.83      | -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       |      25000 | NC      | $46.42        | 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       |      25000 | NC      | $47.53        | 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       |      50000 | NC      | $-81.40       | -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       |      25000 | NC      | $27.88        | 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       |      25000 | NC      | $42.80        | 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       |      50000 | NC      | $-82.96       | -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       |      25000 | NC      | $20.26        | 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       |      25000 | NC      | $23.98        | 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       |      25000 | NC      | $3.65         | 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       |      25000 | NC      | $3.96         | 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       |      50000 | NC      | $-101.85      | -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       |      25000 | NC      | $-61.67       | -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       |      25000 | NC      | $-55.74       | -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       |      25000 | NC      | $-13.17       | -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       |      25000 | NC      | $-11.72       | -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       |      25000 | NC      | $-28.63       | -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       |      25000 | NC      | $-28.47       | -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       |      25000 | NC      | $12.18        | 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       |      25000 | NC      | $12.59        | 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       |      25000 | NC      | $-28.70       | -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       |      25000 | NC      | $-27.95       | -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       |      25000 | NC      | $3.70         | 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       |      25000 | NC      | $7.51         | 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       |      25000 | NC      | $447.92       | 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       |      25000 | NC      | $447.98       | 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       |      50000 | NC      | $808.09       | 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       |      50000 | NC      | $831.70       | 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       |      50000 | NC      | $734.13       | 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       |      50000 | NC      | $905.67       | 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       |      50000 | NC      | $856.36       | 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       |      25000 | NC      | $106.97       | 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       |      25000 | NC      | $146.73       | 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       |      25000 | NC      | $-165.98      | -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       |      25000 | NC      | $-154.35      | -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       |      50000 | NC      | $-352.44      | -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       |      50000 | NC      | $-414.25      | -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       |      25000 | NC      | $-174.82      | -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       |      25000 | NC      | $-160.94      | -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       |      25000 | NC      | $-144.10      | -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       |      25000 | NC      | $-137.33      | -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       |      50000 | NC      | $45.41        | 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       |      25000 | NC      | $9.83         | 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       |      25000 | NC      | $13.21        | 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       |      25000 | NC      | $73.12        | 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       |      25000 | NC      | $78.74        | 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       |    1700000 | NC      | $28585.05     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $415.25       | 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       |      25000 | NC      | $426.38       | 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       |      50000 | NC      | $-96.21       | -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       |      50000 | NC      | $85.11        | 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       |      25000 | NC      | $6.50         | 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       |      25000 | NC      | $10.83        | 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       |      25000 | NC      | $-84.77       | -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       |      25000 | NC      | $-83.74       | -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       |     900000 | NC      | $-5932.26     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-220.00      | -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       |      25000 | NC      | $-211.74      | -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       |      25000 | NC      | $-164.98      | -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       |      25000 | NC      | $-152.95      | -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       |      25000 | NC      | $-79.35       | -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       |      25000 | NC      | $-74.72       | -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       |      25000 | NC      | $-137.86      | -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       |      25000 | NC      | $-135.82      | -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       |      25000 | NC      | $-116.13      | -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       |      25000 | NC      | $-104.63      | -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       |      25000 | NC      | $-51.95       | -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       |      25000 | NC      | $-49.49       | -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       |      25000 | NC      | $-77.19       | -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       |      25000 | NC      | $-64.68       | -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       |      25000 | NC      | $-45.92       | -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       |      25000 | NC      | $-37.63       | -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       |      25000 | NC      | $-77.23       | -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       |      25000 | NC      | $-71.50       | -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       |      25000 | NC      | $-106.31      | -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       |      25000 | NC      | $-100.53      | -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       |      25000 | NC      | $-41.44       | -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       |      25000 | NC      | $-34.38       | -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       |      25000 | NC      | $-54.71       | -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       |      25000 | NC      | $-52.46       | -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       |      25000 | NC      | $-107.98      | -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       |      25000 | NC      | $-103.51      | -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       |      25000 | NC      | $-79.97       | -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       |      25000 | NC      | $-79.60       | -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       |      14447 | NC      | $-47.77       | -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       |      14447 | NC      | $-47.97       | -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       |      28884 | NC      | $-85.52       | -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       |      14463 | NC      | $-63.19       | -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       |      14464 | NC      | $-64.24       | -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       |      14438 | NC      | $-38.17       | -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       |      14438 | NC      | $-38.24       | -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       |      28881 | NC      | $-82.32       | -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       |      14464 | NC      | $-64.19       | -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       |      14464 | NC      | $-64.29       | -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       |      14456 | NC      | $-56.82       | -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       |      14461 | NC      | $-61.67       | -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       |      28919 | NC      | $-120.56      | -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       |      28975 | NC      | $-176.32      | -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       |      14487 | NC      | $-88.04       | -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       |      14491 | NC      | $-91.23       | -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       |      14499 | NC      | $-99.42       | -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       |      14500 | NC      | $-100.17      | -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       |      14490 | NC      | $-90.16       | -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       |      14490 | NC      | $-90.73       | -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       |      28967 | NC      | $-168.22      | -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       |      28986 | NC      | $-186.87      | -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       |      28907 | NC      | $-108.62      | -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       |      57933 | NC      | $-335.75      | -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       |      57861 | NC      | $-263.75      | -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       |      29102 | NC      | $-303.47      | -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       |      14551 | NC      | $-151.79      | -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       |      14554 | NC      | $-154.95      | -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       |      14564 | NC      | $-164.87      | -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       |      14565 | NC      | $-165.84      | -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       |      14507 | NC      | $-107.19      | -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       |      14509 | NC      | $-109.52      | -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       |      29115 | NC      | $-316.36      | -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       |      29070 | NC      | $-271.42      | -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       |      14549 | NC      | $-149.19      | -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       |      14552 | NC      | $-152.29      | -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       |      14547 | NC      | $-147.77      | -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       |      14550 | NC      | $-150.19      | -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       |      29080 | NC      | $-281.35      | -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       |      14523 | NC      | $-123.64      | -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       |      14524 | NC      | $-124.76      | -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       |      14489 | NC      | $-89.94       | -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       |      14489 | NC      | $-89.94       | -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       |      14526 | NC      | $-126.54      | -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       |      14526 | NC      | $-126.93      | -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       |      14484 | NC      | $-84.39       | -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       |      14484 | NC      | $-84.57       | -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       |      14432 | NC      | $-32.37       | -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       |      14438 | NC      | $-38.22       | -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       |      29266 | NC      | $-467.32      | -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       |      29250 | NC      | $-451.63      | -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       |      14600 | NC      | $-201.10      | -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       |      14610 | NC      | $-210.36      | -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       |      14587 | NC      | $-187.51      | -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       |      14588 | NC      | $-188.49      | -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       |      14557 | NC      | $-158.12      | -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       |      14559 | NC      | $-159.24      | -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       |      14507 | NC      | $-107.44      | -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       |      14507 | NC      | $-108.12      | -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       |      14531 | NC      | $-131.80      | -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       |      14531 | NC      | $-131.89      | -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       |      14528 | NC      | $-128.81      | -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       |      14528 | NC      | $-129.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PEN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     350000 | NC      | $623.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PEN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $133.58       | 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       |    1400000 | NC      | $8757.75      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $48.91        | 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       |      25000 | NC      | $-84.84       | -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       |      25000 | NC      | $-81.57       | -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       |    1750000 | NC      | $24246.56     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $388.60       | 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       |      25000 | NC      | $389.85       | 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       |      25000 | NC      | $167.65       | 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       |      25000 | NC      | $173.35       | 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       |      25000 | NC      | $92.68        | 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       |      25000 | NC      | $99.87        | 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       |      25000 | NC      | $81.14        | 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       |      25000 | NC      | $84.51        | 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       |      25000 | NC      | $30.19        | 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       |      25000 | NC      | $31.95        | 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       |      25000 | NC      | $138.82       | 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       |      25000 | NC      | $141.95       | 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       |      25000 | NC      | $207.04       | 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       |      25000 | NC      | $229.36       | 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       |      25000 | NC      | $199.69       | 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       |      25000 | NC      | $200.28       | 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       |      25000 | NC      | $134.21       | 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       |      25000 | NC      | $134.99       | 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       |      50000 | NC      | $36.08        | 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       |      50000 | NC      | $-15.75       | -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       |      25000 | NC      | $-33.26       | -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       |      25000 | NC      | $-32.89       | -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       |      25000 | NC      | $6.21         | 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       |      25000 | NC      | $6.57         | 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       |      25000 | NC      | $120.13       | 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       |      25000 | NC      | $120.91       | 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       |     100000 | NC      | $627.70       | 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       |      25000 | NC      | $149.25       | 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       |      25000 | NC      | $150.94       | 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       |      25000 | NC      | $98.45        | 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       |      25000 | NC      | $99.17        | 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       |      25000 | NC      | $76.13        | 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       |      25000 | NC      | $76.76        | 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       |      25000 | NC      | $85.54        | 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       |      25000 | NC      | $94.07        | 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       |      25000 | NC      | $57.86        | 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       |      25000 | NC      | $58.64        | 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       |      25000 | NC      | $66.82        | 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       |      25000 | NC      | $85.94        | 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       |      25000 | NC      | $80.07        | 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       |      25000 | NC      | $80.16        | 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       |      25000 | NC      | $118.33       | 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       |      25000 | NC      | $124.56       | 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       |      25000 | NC      | $-0.96        | -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       |      25000 | NC      | $-0.76        | -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       |      25000 | NC      | $-35.86       | -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       |      25000 | NC      | $-35.49       | -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       |      25000 | NC      | $-8.69        | -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       |      25000 | NC      | $2.75         | 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       |      25000 | NC      | $9.64         | 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       |      25000 | NC      | $11.60        | 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       |      25000 | NC      | $-12.38       | -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       |      25000 | NC      | $-12.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $839.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $360.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $368.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $572.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $418.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $22.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $24.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-7.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $6.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-36.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-22.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-2.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-1.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $-410.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-353.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-350.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $45.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $54.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-297.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-296.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-272.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-266.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-330.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-323.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-308.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-306.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-289.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-283.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-238.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-235.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-190.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-174.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-220.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $-213.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $13.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $13.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      50000 | NC      | $-59.28       | -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       |     270705 | NC      | $994.30       | 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       |     135499 | NC      | $470.68       | 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       |     135517 | NC      | $467.38       | 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       |     271324 | NC      | $882.25       | 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       |     271368 | NC      | $874.37       | 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       |     100000 | NC      | $-2764.88     | -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       |  636609050 | NC      | $27711.85     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 2045484000 | NC      | $-20618.13    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 5001750000 | NC      | $1175.45      | 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       |    2955115 | NC      | $38.42        | 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       |    1032608 | NC      | $-4479.52     | -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       |     168735 | NC      | $-24.17       | -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       |     159254 | NC      | $-1502.34     | -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       |   73375675 | NC      | $-960.46      | -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       |    3000000 | NC      | $7884.89      | 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       |   34322379 | NC      | $8539.38      | 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       |  108694920 | NC      | $-292.68      | -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       |   45849500 | NC      | $-970.59      | -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       |   94894500 | NC      | $479.70       | 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       |   95187250 | NC      | $404.07       | 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       |    3551148 | NC      | $-39763.56    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   96601000 | NC      | $38.76        | 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       |   96780500 | NC      | $-7.63        | -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       |   97681000 | NC      | $-240.30      | -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       |   97891500 | NC      | $-294.71      | -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       |     427578 | NC      | $-779.97      | -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       |     427595 | NC      | $-781.04      | -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       |      20049 | NC      | $-367.91      | -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       |      20050 | NC      | $-368.89      | -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       |    7803290 | NC      | $83.58        | 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       |  195941000 | NC      | $-630.23      | -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       |     169050 | NC      | $-117.56      | -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       |      50000 | NC      | $-318.03      | -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       |     848765 | NC      | $-1174.63     | -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       |     453186 | NC      | $-110.25      | -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       |     453224 | NC      | $-112.33      | -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       |   73628000 | NC      | $-1135.71     | -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       |     790390 | NC      | $-134.61      | -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       |     790454 | NC      | $-136.65      | -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       |    4545181 | NC      | $-191.38      | -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       |    3877231 | NC      | $197.96       | 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       |    3877364 | NC      | $197.11       | 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       |    3924495 | NC      | $-104.38      | -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       |    3924723 | NC      | $-105.84      | -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       |      64520 | NC      | $-266.28      | -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       |   36860000 | NC      | $-599.81      | -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       |   36865250 | NC      | $-603.45      | -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       |      50000 | NC      | $63.24        | 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       |    3922413 | NC      | $-91.06       | -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       |    3922460 | NC      | $-91.36       | -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       |      25000 | NC      | $-83.48       | -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       |      25000 | NC      | $-83.06       | -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       |    3918743 | NC      | $-67.58       | -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       |    3919165 | NC      | $-70.28       | -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       |    7785288 | NC      | $198.73       | 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       |     140704 | NC      | $-471.57      | -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       |     140922 | NC      | $-511.09      | -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       |     168880 | NC      | $-67.16       | -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       |     897954 | NC      | $245.98       | 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       |     449151 | NC      | $113.33       | 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       |     449304 | NC      | $104.88       | 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       |    2073038 | NC      | $10.21        | 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       |     414635 | NC      | $0.40         | 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       |    1450000 | NC      | $49437.52     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      25000 | NC      | $794.44       | 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       |      25000 | NC      | $803.48       | 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       |      25000 | NC      | $674.45       | 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       |      25000 | NC      | $679.83       | 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       |      50000 | NC      | $586.34       | 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       |      25000 | NC      | $274.27       | 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       |      25000 | NC      | $274.65       | 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       |      25000 | NC      | $312.72       | 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       |      25000 | NC      | $313.44       | 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       |      25000 | NC      | $302.25       | 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       |      25000 | NC      | $304.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MONEP                                | CAC40 10 EURO FUT Jan26 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DE               | CORP              | FR        |          5 | NC      | $326.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE  Feb26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -1 | NC      | $-1100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE  Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -1 | NC      | $-920.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | CAN 10YR BOND FUT Mar26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |          6 | NC      | $240.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | BRENT CRUDE FUTR  Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -1 | NC      | $-1560.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Mar26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |          5 | NC      | $-1089.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Mar27 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |          3 | NC      | $-706.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Jun26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |         14 | NC      | $-3667.37     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Jun27 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |          1 | NC      | $-412.43      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Sep26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |         10 | NC      | $-2570.32     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Dec26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |          6 | NC      | $-1316.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COTTON NO.2 FUTR  Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -7 | NC      | $45.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | CAN 2YR BOND FUT  Mar26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |         32 | NC      | $-5251.47     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | DJIA MINI e-CBOT  Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |          2 | NC      | $-3670.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-SCHATZ FUT   Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -25 | NC      | $1096.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Mar27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -3 | NC      | $-720.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Mar28 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -5 | NC      | $-663.95      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Jun26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -11 | NC      | $166.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  JUN27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -5 | NC      | $-956.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Jun28 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -6 | NC      | $-751.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Sep26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -3 | NC      | $-338.87      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  SEP27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -5 | NC      | $-971.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -3 | NC      | $-500.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Dec27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -6 | NC      | $-1016.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | S&P500 EMINI FUT  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |         54 | NC      | $-200880.00   | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | S&P MID 400 EMINI Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |          1 | NC      | $-9735.00     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CATTLE FEEDER FUT Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          2 | NC      | $7275.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CATTLE FEEDER FUT Apr26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          1 | NC      | $2675.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | UK Natural Gas FutFeb26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -7 | NC      | $-7569.74     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | STOXX EURO ESG-X  Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |          2 | NC      | $962.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |         26 | NC      | $-8820.34     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | LONG GILT FUTURE  Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          5 | NC      | $370.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | GOLD 100 OZ FUTR  Feb26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          3 | NC      | $30670.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | DAX INDEX FUTURE  Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |          1 | NC      | $7376.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HSCEI Futures     Jan26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |          8 | NC      | $-2923.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COPPER FUTURE     Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          3 | NC      | $34275.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HANG SENG IDX FUT Jan26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |          4 | NC      | $-8170.33     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY Harb ULSD Fut  Feb26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -1 | NC      | $1159.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | RAPESEED  EURO    May26 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | FR        |         -1 | NC      | $689.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-BTP Future   Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |          6 | NC      | $-1655.32     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Mar26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -18 | NC      | $5596.37      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Mar27 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |         -7 | NC      | $2778.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Jun26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -16 | NC      | $6872.34      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Jun27 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |         -5 | NC      | $981.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Sep26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |         -7 | NC      | $2019.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  SEP27 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |         -3 | NC      | $1092.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Dec26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |         -8 | NC      | $3036.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | JPN 10Y BOND(OSE) Mar26 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Short            | DIR              | CORP              | JP        |         -5 | NC      | $26333.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IFSC NIFTY 50 FUT Jan26 | CUSIP: N/A<br>LEI: 335800NLY5HYW9I7YE03       | Long             | DE               | CORP              | N/A       |          2 | NC      | $-486.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | JPN YEN CURR FUT  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -2 | NC      | $1075.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE (FUTURES MARKET)                     | KOSPI2 INX FUT    Mar26 | CUSIP: N/A<br>LEI: 549300TJ3RRV6Q1UEW14       | Long             | DE               | CORP              | KR        |          5 | NC      | $20586.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BURSA MALAYSIA                                      | CRUDE PALM OIL FU Mar26 | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Short            | DCO              | CORP              | MY        |         -1 | NC      | $-487.37      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT  Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -9 | NC      | $3775.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR Mar26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |         12 | NC      | $33778.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LIVE CATTLE FUTR  Feb26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          4 | NC      | $4580.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LIVE CATTLE FUTR  Apr26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          3 | NC      | $12550.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LIVE CATTLE FUTR  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          3 | NC      | $10470.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LEAN HOGS FUTURE  Feb26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          2 | NC      | $10.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LEAN HOGS FUTURE  Apr26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          3 | NC      | $870.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE   Mar26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |         -1 | NC      | $-1533.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME COPPER FUTURE Mar26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          2 | NC      | $83352.50     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE   Mar26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          4 | NC      | $5074.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | MSCI EmgMkt       Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |          7 | NC      | $9712.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | MSCI EAFE         Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |          4 | NC      | $4285.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ECX EMISSION      Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          6 | NC      | $22522.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | MIAX Red Wheat FutMar26 | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Short            | DCO              | CORP              | US        |         -3 | NC      | $425.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR  Feb26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -2 | NC      | $-1400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR  Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -2 | NC      | $2890.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | NIKKEI 225  (SGX) Mar26 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |          2 | NC      | $-515.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | NASDAQ 100 E-MINI Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |          1 | NC      | $-143.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | NIKKEI 225  (CME) Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |          1 | NC      | $150.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-OAT Future   Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |         -1 | NC      | $-755.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BOBL FUTURE  Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -16 | NC      | $-2407.18     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PALLADIUM FUTURE  Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $-12110.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PLATINUM FUTURE   Apr26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          2 | NC      | $17630.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | S&P/TSX 60 IX FUT Mar26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DE               | CORP              | CA        |          2 | NC      | $2387.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES        | OMXS30 IND FUTURE Jan26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SE        |         19 | NC      | $13659.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COCOA FUTURE - IC Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -2 | NC      | $-14405.62    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COCOA FUTURE - IC May26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -2 | NC      | $-14921.57    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Low Su Gasoil G   Feb26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -1 | NC      | $-575.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | WHITE SUGAR (ICE) Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -1 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | MSCI SING IX ETS  Jan26 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |          2 | NC      | $568.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | CANOLA FUTR (WCE) Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -3 | NC      | $310.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | E-Mini Russ 2000  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |          3 | NC      | $-17365.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUND FUTURE  Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -13 | NC      | $360.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE    Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -2 | NC      | $1612.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | SUGAR #11 (WORLD) Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -24 | NC      | $-11984.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | SUGAR #11 (WORLD) May26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -14 | NC      | $-8019.20     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | IODEX IO FUT      Feb26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | SG        |         39 | NC      | $3854.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Mar27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         12 | NC      | $1082.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Mar28 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          6 | NC      | $830.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Jun26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          3 | NC      | $100.92       | 0.00%             |  |  |  | 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        |         12 | NC      | $991.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Jun28 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          5 | NC      | $1060.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Sep26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         13 | NC      | $1359.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Sep27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         11 | NC      | $615.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         12 | NC      | $1116.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          9 | NC      | $2286.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Mar27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          6 | NC      | $-275.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Mar28 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          6 | NC      | $-2525.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |         -5 | NC      | $-300.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Jun27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          6 | NC      | $-1262.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Jun28 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          7 | NC      | $-250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Sep26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |         -4 | NC      | $-825.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Sep27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          6 | NC      | $-1750.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Dec26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          4 | NC      | $-187.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Dec27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |          6 | NC      | $-2312.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | SILVER FUTURE     Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $22140.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -6 | NC      | $3100.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB IDX FUT  Mar26 | CUSIP: N/A<br>LEI: 8156005391EE905D3124       | Long             | DE               | CORP              | IT        |          3 | NC      | $11963.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | TOPIX INDX FUTR   Mar26 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |          3 | NC      | $7289.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 2YR NOTE (CBT) Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |          8 | NC      | $117.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | FTSE Taiwan Index Jan26 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |          3 | NC      | $5145.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |         30 | NC      | $-19398.50    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE ENDEX FUTURES                                   | TTF NAT GAS F     Feb26 | CUSIP: N/A<br>LEI: 549300CZW488L20NT866       | Short            | DCO              | CORP              | NL        |        -12 | NC      | $-11934.88    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUXL 30Y BND Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |         -9 | NC      | $13773.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US LONG BOND(CBT) Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |          6 | NC      | $-7093.75     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO STOXX 50     Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |          8 | NC      | $6698.46      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -9 | NC      | $10700.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) May26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -7 | NC      | $6500.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |          1 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JSE COMMODITY DERIVATIVES MARKET                    | WHITE MAIZE-SAF   Mar26 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | ZA        |         -1 | NC      | $549.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -1 | NC      | $1071.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | AUST 10Y BOND FUT Mar26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -24 | NC      | $-5811.02     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | SPI 200 FUTURES   Mar26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DE               | CORP              | AU        |          3 | NC      | $971.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | CAN 5YR BOND FUT  Mar26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |         16 | NC      | $-6692.80     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | FTSE CHINA A50    Jan26 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |         67 | NC      | $-4622.50     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | AUST 3YR BOND FUT Mar26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -62 | NC      | $-7049.57     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | FTSE 100 IDX FUT  Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DE               | CORP              | GB        |          8 | NC      | $16105.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

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

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer