# EDGAR Filing Document

**Accession Number:** 0001355064
**File Stem:** 0001752724-23-037556
**Filing Date:** 2023-2
**Character Count:** 835910
**Document Hash:** 91956dc78d0de9da1a00d00357053fb0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-037556.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-037556

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MUTUAL FUND SERIES TRUST
- **CENTRAL INDEX KEY:** 0001355064
- **IRS NUMBER:** 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:** 23662365

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** ELKHORN

  - **State:** NE

  - **Foreign country:** US

  - **Zip / Postal Code:** 68022

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $18759393095.16

**Total Liabilities:** $13203225098.64

**Net Assets:** $5556167996.52

**Amount of Assets Invested in Other Investment Companies:** $429492517.33

**Cash Not Reported:** $88443108.74

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000163770 | 5.34%                | -5.50%               | 1.61%                |
| Class ID C000163769 | 5.40%                | -5.47%               | 1.70%                |
| Class ID C000163771 | 5.41%                | -5.43%               | 1.68%                |
| Class ID C000220411 | 5.34%                | -5.53%               | 1.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15341544.38             | $195610532.82                              |
| Month 2  | $20394912.05             | $144953894.26                              |
| Month 3  | $19026393.78             | $-157449732.92                             |

### Schedule of Portfolio Investments

| Name                                             | Title                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      585321 | NC      | $27350.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      483838 | NC      | $23726.10     | 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      | $-10743.16    | -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       |      920000 | NC      | $-7624.41     | -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       |      820000 | NC      | $-12957.57    | -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       |     1030262 | NC      | $-9849.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $125.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-1231.02     | -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      | $6989.29      | 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       |     9137691 | NC      | $23810.33     | 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       |     1110000 | NC      | $-4818.81     | -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       |     1080000 | NC      | $-2827.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | S&P/TSX 60 IX FUT Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | CA        |        -134 | NC      | $-24092.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-9591.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   780000000 | NC      | $-13564.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   459000000 | NC      | $-16673.12    | -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       |     1806937 | NC      | $2255.96      | 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       |      820000 | NC      | $1085.24      | 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       |     1097102 | NC      | $-12559.69    | -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       |      860000 | NC      | $-1287.05     | -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       |      850000 | NC      | $-13048.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  2707000000 | NC      | $-984428.95   | -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       |      893335 | NC      | $-12498.30    | -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       |     1042435 | NC      | $-5365.27     | -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       |    33959294 | NC      | $285372.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      619706 | NC      | $-551.33      | -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       |     1000000 | NC      | $-1981.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | KC HRW WHEAT FUT  Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         460 | NC      | $61400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-2922.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      527219 | NC      | $25478.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8600000 | NC      | $-611.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      534475 | NC      | $15982.05     | 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       |     1036863 | NC      | $-12677.77    | -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       |      920000 | NC      | $-22108.07    | -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       |     1060000 | NC      | $-1962.42     | -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       |      820000 | NC      | $-4145.61     | -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       |     1380000 | NC      | $-7325.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-3864.56     | -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       |    13360000 | NC      | $-217.39      | -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       |      820000 | NC      | $-463.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                    | ISHARES RUSSELL MID-CAP E | CUSIP: 464287499<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1636696 | NS      | $110395145.20 | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      472543 | NC      | $23708.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1330000 | NC      | $-2196.28     | -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       |     1170000 | NC      | $3491.99      | 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       |      840000 | NC      | $-21927.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1242744 | NC      | $-11081.34    | -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       |     5330000 | NC      | $3861.23      | 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       |      940000 | NC      | $-1161.76     | -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       |    64120000 | NC      | $-591275.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4380000 | NC      | $-4140.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    52340000 | NC      | $-20877.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   651000000 | NC      | $-14579.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      901089 | NC      | $-5162.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SWITZERLAND  | CUSIP: 464286749<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      276903 | NS      | $11610542.79  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      240000 | NC      | $-93.97       | -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       |      830000 | NC      | $2282.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Apr23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         114 | NC      | $234380.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $-3146.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       80625 | NC      | $3571.94      | 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       |     1082373 | NC      | $-12919.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      868668 | NC      | $-4806.40     | -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       |     1049628 | NC      | $-4695.02     | -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       |      860000 | NC      | $-20048.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-865.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1078682 | NC      | $-18660.06    | -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       |     1188927 | NC      | $22399.78     | 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       |     8415876 | NC      | $19315.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6660000 | NC      | $-14463.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Sep23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -729 | NC      | $1044095.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-SCHATZ FUT   Mar23   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -3582 | NC      | $1472427.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      677186 | NC      | $705.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   113000000 | NC      | $-8917.14     | -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       |     9701858 | NC      | $16586.45     | 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       |      990000 | NC      | $-9634.78     | -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       |     8384678 | NC      | $11783.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $53.44        | 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       |     1030000 | NC      | $642.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51350000 | NC      | $-570.92      | -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       |     2740509 | NC      | $-28210.06    | -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       |     1830000 | NC      | $809.08       | 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       |      930000 | NC      | $-13632.01    | -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       |     9954810 | NC      | $22905.42     | 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       |     1150000 | NC      | $-4195.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      430000 | NC      | $1463.30      | 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       |      999945 | NC      | $-13482.48    | -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       |     9285706 | NC      | $16218.48     | 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       |     5370000 | NC      | $5726.25      | 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       |     8942291 | NC      | $19139.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9940000 | NC      | $-366.17      | -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       |     3033302 | NC      | $-5996.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   131000000 | NC      | $-9845.71     | -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       |    95010000 | NC      | $-280040.10   | -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       |    55540000 | NC      | $2106.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   111000000 | NC      | $-9364.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      220000 | NC      | $-930.88      | -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       |     1000864 | NC      | $-20060.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  4345000000 | NC      | $48896.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BUXL 30Y BND Mar23   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -1351 | NC      | $30889071.41  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      380000 | NC      | $1927.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   761000000 | NC      | $-8950.00     | -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       |    28838394 | NC      | $184529.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-4023.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-575.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1730000 | NC      | $103.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9820000 | NC      | $2812.07      | 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       |     1880000 | NC      | $-1969.48     | -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       |    10087057 | NC      | $20116.16     | 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       |     5900000 | NC      | $444.13       | 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       |    25960017 | NC      | $217106.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    52000000 | NC      | $-4050.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1075638 | NC      | $-11843.28    | -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       |      240000 | NC      | $-588.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   633000000 | NC      | $-6794.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11370000 | NC      | $-4572.24     | -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       |    72840000 | NC      | $-1393.56     | -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       |     9385272 | NC      | $21497.73     | 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       |     1302096 | NC      | $-19506.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2780000 | NC      | $-2918.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      603186 | NC      | $-468.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10590000 | NC      | $-4546.93     | -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       |     1320000 | NC      | $-4452.27     | -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       |    58912799 | NC      | $-488895.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-7599.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-6331.79     | -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       |      870000 | NC      | $-23340.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3310000 | NC      | $-2161.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      712969 | NC      | $1886.03      | 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       |     1130000 | NC      | $-4495.43     | -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       |     1013736 | NC      | $3504.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      526013 | NC      | $26032.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      240000 | NC      | $-144.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -7141 | NC      | $-290104.89   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25812147 | NC      | $-55787.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      787189 | NC      | $-10091.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI CANADA ETF   | CUSIP: 464286509<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      479574 | NS      | $15696457.02  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53050000 | NC      | $-72224.71    | -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       |     1270000 | NC      | $-10595.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $-5721.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9370723 | NC      | $22893.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750000 | NC      | $-916.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6520000 | NC      | $812.30       | 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       |     1077636 | NC      | $-17613.46    | -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       |     1100000 | NC      | $-1376.48     | -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       |     2533617 | NC      | $810.26       | 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       |      950000 | NC      | $-8037.60     | -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       |      820000 | NC      | $-24798.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780000 | NC      | $-8089.21     | -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       |      930000 | NC      | $-5662.19     | -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       |     1087417 | NC      | $-21735.94    | -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       |     1134169 | NC      | $-23220.23    | -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       |    11000000 | NC      | $-74819.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1037845 | NC      | $-8001.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3013917 | NC      | $-1574.76     | -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       |      850000 | NC      | $-24736.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Aug23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          48 | NC      | $196400.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $1697.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      472789 | NC      | $22286.45     | 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       |   774000000 | NC      | $-9797.91     | -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       |      770000 | NC      | $187.42       | 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       |     1055142 | NC      | $4928.67      | 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       |     8933578 | NC      | $11234.34     | 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       |     5050000 | NC      | $-1960.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6470000 | NC      | $-2915.11     | -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       |      230000 | NC      | $-299.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    73160000 | NC      | $1028.27      | 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       |     2839558 | NC      | $-4672.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      487464 | NC      | $23277.42     | 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       |    63540000 | NC      | $230.35       | 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       |      556672 | NC      | $20791.15     | 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       |      930000 | NC      | $-10756.06    | -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       |     1010000 | NC      | $-27755.45    | -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       |     1214504 | NC      | $-18677.63    | -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       |      850000 | NC      | $-24572.58    | -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       |      940000 | NC      | $-868.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49780000 | NC      | $333.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-1047.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14120000 | NC      | $-1771.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5120000 | NC      | $9209.96      | 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       |   463000000 | NC      | $-10742.05    | -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       |     8260488 | NC      | $-8710.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35931502 | NC      | $-11819.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2510000 | NC      | $-54.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710000 | NC      | $-261.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $-4526.43     | -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       |      790000 | NC      | $-12012.08    | -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       |     2977560 | NC      | $-3999.20     | -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       |      890000 | NC      | $5456.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2103195 | NC      | $7227.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-4330.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3070000 | NC      | $-12775.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $-2885.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      555187 | NC      | $397.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1510000 | NC      | $-9057.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-2955.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   136000000 | NC      | $-11.57       | -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       |      900117 | NC      | $-7963.38     | -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       |   134392526 | NC      | $-1085408.63  | -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       |      903751 | NC      | $-4052.74     | -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       |      950000 | NC      | $-4390.25     | -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       |       87056 | NC      | $4289.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-4374.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                    | AUST 3YR BOND FUT Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | AU        |       -2741 | NC      | $1244148.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Sep24   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -83 | NC      | $-4548.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1032256 | NC      | $-13729.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-1768.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      567215 | NC      | $1300.36      | 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       |      830000 | NC      | $3115.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   426000000 | NC      | $-9015.97     | -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       |     1140000 | NC      | $-3410.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8480075 | NC      | $1144.48      | 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       |   794000000 | NC      | $-10087.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1803923 | NC      | $-1931.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Feb23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |       -1035 | NC      | $14046620.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      590000 | NC      | $981.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6200000 | NC      | $5298.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528033 | NC      | $27189.33     | 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       |      850000 | NC      | $-726.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-6593.89     | -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       |      840000 | NC      | $-13984.72    | -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       |      870000 | NC      | $-21088.98    | -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       |      920000 | NC      | $-5968.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    61490000 | NC      | $-935652.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      690908 | NC      | $640.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Dec23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -654 | NC      | $915608.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10270751 | NC      | $22790.57     | 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       |     1030000 | NC      | $228.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1320000 | NC      | $-5198.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1281143 | NC      | $-19301.34    | -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       |    63710995 | NC      | $1030309.33   | 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       |     1078563 | NC      | $-16654.16    | -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       |    56340000 | NC      | $2124.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3688580 | NC      | $-76582.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13620000 | NC      | $-565.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   679000000 | NC      | $-15267.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-331.34      | -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       |      840000 | NC      | $-9593.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      584389 | NC      | $805.07       | 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       |     8835675 | NC      | $19310.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      880000 | NC      | $7707.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1830000 | NC      | $-2610.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13300000 | NC      | $373.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI MEXICO ETF   | CUSIP: 464286822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      278810 | NS      | $13787154.50  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2220000 | NC      | $-1101.28     | -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       |     1020000 | NC      | $-562.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      546670 | NC      | $18084.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      545685 | NC      | $21452.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-5420.80     | -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       |      897526 | NC      | $-9144.09     | -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       |        7671 | NC      | $272.11       | 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       |      615737 | NC      | $1726.38      | 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       |     8070000 | NC      | $-4052.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13200000 | NC      | $-8053.37     | -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       |      870000 | NC      | $-24237.07    | -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       |   771000000 | NC      | $-4969.58     | -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       |     1367874 | NC      | $-17382.96    | -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       |     5030000 | NC      | $-1264.36     | -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       |     8324014 | NC      | $17979.76     | 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       |     8190000 | NC      | $-3329.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      520169 | NC      | $17578.83     | 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       |     2727409 | NC      | $-525.13      | -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       |      800000 | NC      | $-22376.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49090000 | NC      | $2164.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO STOXX 50     Mar23   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |        3939 | NC      | $-1121003.96  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Jun23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -32 | NC      | $20370.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $-8337.38     | -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       |      950000 | NC      | $-5577.96     | -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       |    11093641 | NC      | $24488.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5260000 | NC      | $3769.04      | 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       |    65270000 | NC      | $-910.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1220000 | NC      | $-2942.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   616000000 | NC      | $-8814.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      496780 | NC      | $25875.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      800000 | NC      | $3986.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Apr23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -295 | NC      | $1457510.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528915 | NC      | $24718.63     | 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       |      985548 | NC      | $-2858.07     | -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       |     1020000 | NC      | $-47.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   109000000 | NC      | $-4909.71     | -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       |      903018 | NC      | $-10864.11    | -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       |   128504295 | NC      | $-1534193.94  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-4114.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-1350.90     | -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       |      984681 | NC      | $-3877.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      526940 | NC      | $23516.73     | 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       |     1050000 | NC      | $-4807.17     | -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       |     9246849 | NC      | $13338.96     | 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       |      830000 | NC      | $-21957.25    | -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       |      830000 | NC      | $-8004.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1225582 | NC      | $-16552.54    | -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       |     2620000 | NC      | $-75063.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      898433 | NC      | $-8165.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49205 | NC      | $2425.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | FTSE CHINA A50    Jan23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | SG        |       -3357 | NC      | $-128186.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1332834 | NC      | $-16294.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                    | ISHARES RUSSELL 1000 ETF  | CUSIP: 464287622<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1830745 | NS      | $385408437.40 | 6.94%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   116550000 | NC      | $60410.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE                            | CBOE VIX FUTURE   Mar23   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | Short            | DE               | CORP              | US        |        -281 | NC      | $18793.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      744238 | NC      | $4621.69      | 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       |      602113 | NC      | $-2313.96     | -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       |    17560000 | NC      | $55115.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      478454 | NC      | $17989.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       99715 | NC      | $5133.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      625848 | NC      | $19925.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      526748 | NC      | $16559.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   741100000 | NC      | $708107.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      508857 | NC      | $23849.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $876.82       | 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       |      850000 | NC      | $-21708.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9410000 | NC      | $782.98       | 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       |   686000000 | NC      | $-11631.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1136251 | NC      | $-12099.17    | -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       |     4839716 | NC      | $10910.31     | 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       |     1130689 | NC      | $-15968.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1173115 | NC      | $-15011.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI BELGIUM ETF  | CUSIP: 464286301<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       17774 | NS      | $318510.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-5430.99     | -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       |      732468 | NC      | $293.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7800000 | NC      | $-6300.73     | -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       |      840000 | NC      | $3995.43      | 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       |     1120000 | NC      | $-10928.78    | -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       |      520071 | NC      | $826.46       | 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       |     3100000 | NC      | $-67.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1583000000 | NC      | $-18559.25    | -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       |     6340000 | NC      | $1068.95      | 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       |      960000 | NC      | $-210.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11450000 | NC      | $-3967.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2990000 | NC      | $-10160.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3520000 | NC      | $-1877.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      527890 | NC      | $24154.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $-19560.83    | -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       |      850000 | NC      | $-9944.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Jul23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          79 | NC      | $361570.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-3068.42     | -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       |     1000606 | NC      | $-14144.42    | -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       |    46600000 | NC      | $349.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1342874 | NC      | $-11244.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-1201.34     | -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       |      738385 | NC      | $-6554.81     | -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       |     1880000 | NC      | $-2873.59     | -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       |    34755914 | NC      | $753308.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      880000 | NC      | $3303.38      | 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       |      932768 | NC      | $-12321.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   157770000 | NC      | $-107730.94   | -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       |     1595043 | NC      | $555.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1720000 | NC      | $807.42       | 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       |     6090000 | NC      | $-13418.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   464000000 | NC      | $-17516.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14270354 | NC      | $-361784.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                     | T 2 3/4 11/15/23          | CUSIP: 912828WE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   393850000 | PA      | $387158520.00 | 6.97%             | 2023-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      732070 | NC      | $-7784.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $-1459.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27406 | NC      | $1189.56      | 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       |     1220000 | NC      | $-2438.12     | -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       |      850000 | NC      | $-7577.03     | -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       |     8423422 | NC      | $18544.62     | 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       |      820000 | NC      | $4153.92      | 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       |       69671 | NC      | $3405.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | COCOA FUTURE      Mar23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -405 | NC      | $-218590.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      800000 | NC      | $-11090.58    | -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       |     4480000 | NC      | $-8835.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | 90DAY EURO$ FUTR  Jun24   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | US        |           9 | NC      | $-4650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $3975.68      | 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       |      300000 | NC      | $-75.46       | -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       |      316922 | NC      | $571.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2590000 | NC      | $-339.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7460000 | NC      | $-7118.58     | -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       |     1050000 | NC      | $-9898.25     | -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       |     2934506 | NC      | $-4895.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-1992.48     | -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       |     2790070 | NC      | $-4101.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $-6038.30     | -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       |     8800000 | NC      | $-4369.21     | -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       |   658000000 | NC      | $-15417.42    | -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       |    37747553 | NC      | $106927.04    | 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       |    10650000 | NC      | $-2182.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-4213.90     | -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       |     1223646 | NC      | $7749.22      | 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       |    19940560 | NC      | $42650.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8710000 | NC      | $1477.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37251403 | NC      | $660947.60    | 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       |   126000000 | NC      | $-9398.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10500000 | NC      | $-4681.28     | -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       |     2320000 | NC      | $-1908.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | EURO FX CURR FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |         473 | NC      | $311687.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528324 | NC      | $26104.79     | 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       |      850000 | NC      | $-24827.23    | -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       |  1754000000 | NC      | $-575827.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-10230.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64290000 | NC      | $153.21       | 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       |      542220 | NC      | $20151.87     | 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       |     2618197 | NC      | $41585.64     | 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       |     2790476 | NC      | $-4194.03     | -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       |      730000 | NC      | $-869.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24190000 | NC      | $-90858.54    | -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       |      850000 | NC      | $-8498.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8636919 | NC      | $157116.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      260000 | NC      | $-491.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | SUGAR #11 (WORLD) Mar23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |        1071 | NC      | $-439723.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      590053 | NC      | $578.97       | 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       |      981416 | NC      | $-6270.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13672 | NC      | $625.54       | 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       |     9690639 | NC      | $99827.13     | 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       |       58568 | NC      | $2594.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45800000 | NC      | $1898.46      | 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       |      910000 | NC      | $231.36       | 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       |      930000 | NC      | $-5406.38     | -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       |      964919 | NC      | $17855.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-3444.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-3346.24     | -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       |      830000 | NC      | $-2516.18     | -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       |     8739936 | NC      | $19091.34     | 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       |      810000 | NC      | $-22905.57    | -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       |     1110000 | NC      | $-589.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                    | ISHARES CORE S&P SMALL-CA | CUSIP: 464287804<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     2846985 | NS      | $269438660.40 | 4.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SOUTH AFRICA | CUSIP: 464286780<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      171098 | NS      | $7256266.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Apr23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         148 | NC      | $1541080.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   519000000 | NC      | $-8733.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-2851.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1710000 | NC      | $-2630.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      515178 | NC      | $24158.86     | 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       |     9252042 | NC      | $19656.96     | 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       |      960000 | NC      | $-1543.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1620000 | NC      | $-794.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      493071 | NC      | $21642.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      599118 | NC      | $28840.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | NEW ZEALAND $ FUT Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |          90 | NC      | $55410.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-2680.18     | -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       |     9384098 | NC      | $16887.13     | 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       |      920000 | NC      | $-6528.62     | -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       |      830000 | NC      | $-22695.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30219 | NC      | $1553.57      | 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       |     4660000 | NC      | $-6445.32     | -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       |    38994701 | NC      | $197121.37    | 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       |      713979 | NC      | $29222.58     | 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       |    10288007 | NC      | $21028.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-2823.83     | -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       |      834249 | NC      | $8864.47      | 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       |    43531158 | NC      | $-1018842.08  | -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       |      860000 | NC      | $1268.45      | 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       |     1242298 | NC      | $-20065.77    | -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       |    31151471 | NC      | $-639235.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5020000 | NC      | $4966.66      | 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       |      850000 | NC      | $-4590.73     | -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       |    72960000 | NC      | $2038.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                     | US TREASURY N/B           | CUSIP: 912828VB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   441270000 | PA      | $436658300.47 | 7.86%             | 2023-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9770000 | NC      | $-9685.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-4459.48     | -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       |      240000 | NC      | $-247.52      | -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       |    19403574 | NC      | $-100026.10   | -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       |     4089510 | NC      | $38050.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7030000 | NC      | $978.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      300000 | NC      | $-75.46       | -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       |     1240000 | NC      | $-1250.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-396.06      | -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       |     4690000 | NC      | $657.06       | 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       |      750000 | NC      | $1664.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9260000 | NC      | $-3327.11     | -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       |      850000 | NC      | $-12583.96    | -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       |     1130000 | NC      | $-4137.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-10135.10    | -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       |      810000 | NC      | $-5166.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   321900000 | NC      | $-716260.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      549039 | NC      | $1348.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8260000 | NC      | $830.98       | 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       |      870000 | NC      | $4165.58      | 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       |      830000 | NC      | $-2806.68     | -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       |     1180000 | NC      | $-2798.10     | -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       |     3030234 | NC      | $-5297.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   403000000 | NC      | $-8572.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4630000 | NC      | $-1877.84     | -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       |      990000 | NC      | $-5017.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   652000000 | NC      | $-15540.17    | -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       |     8980000 | NC      | $-4287.61     | -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       |     6651139 | NC      | $15810.21     | 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       |     9330000 | NC      | $2633.81      | 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       |     1004618 | NC      | $-12497.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4980000 | NC      | $4556.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15620000 | NC      | $-42761.81    | -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       |    37450000 | NC      | $-346305.37   | -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       | 32326000000 | NC      | $-6129613.61  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19390000 | NC      | $-142839.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      610275 | NC      | $903.43       | 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       |     3012094 | NC      | $-1158.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2520000 | NC      | $-15645.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14010000 | NC      | $-3851.63     | -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       |   619000000 | NC      | $-7289.82     | -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       |      562997 | NC      | $20820.78     | 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       |      870000 | NC      | $-8489.23     | -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       |      588100 | NC      | $719.21       | 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       |    36768427 | NC      | $366609.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      522227 | NC      | $18697.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5260000 | NC      | $1541.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      621046 | NC      | $1009.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      571751 | NC      | $24456.88     | 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       |    21360000 | NC      | $247.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      610000 | NC      | $179.76       | 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       |    44720000 | NC      | $2433.08      | 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       |   106091077 | NC      | $205476.95    | 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       |       10580 | NC      | $540.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53000000 | NC      | $-1643.98     | -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       |      528557 | NC      | $27459.81     | 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       |     5080000 | NC      | $-10845.01    | -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       |    50411957 | NC      | $9937.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7290000 | NC      | $-10430.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1119373 | NC      | $-21627.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920349 | NC      | $-9333.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   Mar23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         513 | NC      | $-242475.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8630108 | NC      | $18908.25     | 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       |      885787 | NC      | $-4713.57     | -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       |      870000 | NC      | $-25246.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $4226.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36560000 | NC      | $-71026.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI ITALY ETF    | CUSIP: 46434G830<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      151484 | NS      | $4080978.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-3348.81     | -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       |      760000 | NC      | $-6043.11     | -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       |     9680000 | NC      | $4944.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75240000 | NC      | $2568231.81   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-28944.45    | -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       |     4595936 | NC      | $-8766.93     | -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       |      850000 | NC      | $-1524.92     | -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       |      760000 | NC      | $1928.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-1692.70     | -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       |      479334 | NC      | $22797.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60320000 | NC      | $-459.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1380000 | NC      | $-3530.67     | -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       |     9708684 | NC      | $22629.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1045726 | NC      | $-2679.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9180000 | NC      | $-1889.98     | -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       |   103000000 | NC      | $-3746.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7900000 | NC      | $3524.42      | 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       |      484003 | NC      | $22832.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1480000 | NC      | $-4856.28     | -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       |     1220000 | NC      | $6178.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    52150000 | NC      | $-644959.75   | -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       |     1250000 | NC      | $-6397.82     | -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       |      860000 | NC      | $-23057.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      573156 | NC      | $28931.71     | 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       |      820000 | NC      | $-22495.27    | -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       |     1092770 | NC      | $-17658.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   470000000 | NC      | $-5753.34     | -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       |   136000000 | NC      | $-5415.35     | -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       |      895940 | NC      | $-15103.38    | -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       |      800000 | NC      | $-1249.23     | -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       |    51290000 | NC      | $-863.26      | -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       |      790000 | NC      | $-23695.16    | -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       |     7270000 | NC      | $-2528.68     | -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       |     4650000 | NC      | $-3196.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-784.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1510000 | NC      | $-3908.27     | -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       |     2818807 | NC      | $61.35        | 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       |    17768639 | NC      | $180122.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-2803.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7580000 | NC      | $-7814.00     | -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       |      850000 | NC      | $7251.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3400000 | NC      | $-37.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4650000 | NC      | $-1302.46     | -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       |      920000 | NC      | $108.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770000 | NC      | $6182.09      | 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       |       78499 | NC      | $4108.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13300000 | NC      | $1268.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2993402 | NC      | $-26471.48    | -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       |      810000 | NC      | $-22534.63    | -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       |      788480 | NC      | $5594.10      | 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       |     1250000 | NC      | $-8861.84     | -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       |     1900000 | NC      | $-3579.61     | -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       |      568639 | NC      | $722.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9540000 | NC      | $-406.45      | -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       |      760000 | NC      | $-8606.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-6062.46     | -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       |      850810 | NC      | $-7695.65     | -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       |     5200000 | NC      | $-668.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2250000 | NC      | $-3282.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13890000 | NC      | $-4824.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   101830000 | NC      | $3106.24      | 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       |     8560000 | NC      | $-6045.53     | -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       |     9044764 | NC      | $19391.45     | 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       |    13820000 | NC      | $-2700.77     | -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       |      870000 | NC      | $-13377.46    | -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       |      850000 | NC      | $568.94       | 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       |      589529 | NC      | $2750.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64130000 | NC      | $2168.12      | 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       |    95203475 | NC      | $552798.17    | 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       |    51000000 | NC      | $-1231.24     | -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       |     9856584 | NC      | $22219.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      270000 | NC      | $-410.76      | -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       |      913345 | NC      | $-443.61      | -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       |     1070000 | NC      | $-4976.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-3935.42     | -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       |      649046 | NC      | $4503.88      | 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       |      850000 | NC      | $-8373.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-1302.16     | -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       |     1080000 | NC      | $-1945.45     | -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       |   712000000 | NC      | $-12549.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Mar23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         501 | NC      | $5125667.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1530000 | NC      | $-7846.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-2969.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20000 | NC      | $-104.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12520000 | NC      | $-83017.64    | -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       |      840000 | NC      | $-12964.27    | -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       |      860000 | NC      | $3813.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3880000 | NC      | $-4443.11     | -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       |    12992506 | NC      | $105715.70    | 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       |     8669354 | NC      | $14862.00     | 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       |      760000 | NC      | $1757.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      958775 | NC      | $-13808.07    | -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       |      881891 | NC      | $-6712.61     | -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       |      310000 | NC      | $-48.38       | -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       |    11010000 | NC      | $-4104.42     | -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       |     4290000 | NC      | $-1201.62     | -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       |     1212087 | NC      | $-14374.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   915000000 | NC      | $-24175.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      498906 | NC      | $23750.46     | 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       |     9814943 | NC      | $15754.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11840000 | NC      | $33773.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $3369.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   679000000 | NC      | $-16207.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      715228 | NC      | $-11690.07    | -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       |   639000000 | NC      | $-10376.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | 90DAY EURO$ FUTR  Mar25   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | US        |        1023 | NC      | $-125150.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18490450 | NC      | $-217406.90   | -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       |      860000 | NC      | $-23386.77    | -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       |    66514506 | NC      | $2468692.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3780000 | NC      | $-10258.16    | -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       |      790000 | NC      | $-580.71      | -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       |    15914203 | NC      | $62682.16     | 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       |     3028282 | NC      | $-4851.68     | -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       |      920000 | NC      | $2351.64      | 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       |      602849 | NC      | $715.38       | 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       |    20441863 | NC      | $-32032.51    | -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       |      527048 | NC      | $23408.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75460000 | NC      | $12344.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-2634.42     | -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       |      840000 | NC      | $1645.47      | 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       |     1029223 | NC      | $-3151.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1476467 | NC      | $-18464.99    | -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       |    30080033 | NC      | $212957.79    | 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       |    43301668 | NC      | $926356.18    | 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       |      915061 | NC      | $-19134.78    | -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       |      760000 | NC      | $-8592.03     | -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       |     8350000 | NC      | $-2992.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-2193.06     | -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       |     3851697 | NC      | $237.43       | 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       |      652448 | NC      | $1634.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      859890 | NC      | $-11117.25    | -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       |     8362195 | NC      | $14079.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1413289 | NC      | $1331.50      | 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       |      820000 | NC      | $-493.74      | -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       |     7616811 | NC      | $-31967.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      609303 | NC      | $22967.40     | 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       |      850000 | NC      | $1907.98      | 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       |      990000 | NC      | $-1110.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      440000 | NC      | $-2995.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1930000 | NC      | $916.54       | 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       |      790000 | NC      | $465.76       | 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       |    10496852 | NC      | $21133.51     | 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       |    24211276 | NC      | $509493.34    | 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       |     2838795 | NC      | $-4498.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4110000 | NC      | $-1971.68     | -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       |     3870000 | NC      | $-3249.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19812015 | NC      | $34343.10     | 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       |      940000 | NC      | $-9129.84     | -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       |      860000 | NC      | $-12133.73    | -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       |      923581 | NC      | $-8792.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2570000 | NC      | $715.65       | 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       |     5110000 | NC      | $-11702.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   128000000 | NC      | $-9467.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      510907 | NC      | $16515.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN OIL FUTR  Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         152 | NC      | $-211632.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6310000 | NC      | $-10904.52    | -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       |     9265121 | NC      | $22304.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      599050 | NC      | $30083.84     | 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       |      860000 | NC      | $-10994.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4720000 | NC      | $-11549.61    | -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       |     1328588 | NC      | $-6388.88     | -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       |     1219831 | NC      | $-5143.45     | -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       |    24923620 | NC      | $156653.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | 90DAY EURO$ FUTR  Dec23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | US        |       -1007 | NC      | $61862.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      545616 | NC      | $20726.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4425015 | NC      | $-45349.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      337497 | NC      | $10410.96     | 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       |      498414 | NC      | $970.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | JPN YEN CURR FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |         -91 | NC      | $-80256.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3580000 | NC      | $-7783.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   230320000 | NC      | $-503595.55   | -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       |     4260000 | NC      | $-7454.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -1890 | NC      | $782117.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SWEDEN ETF   | CUSIP: 464286756<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      136665 | NS      | $4418379.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $5435.27      | 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       |      880000 | NC      | $-7289.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    48480000 | NC      | $1844.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8110000 | NC      | $-5007.01     | -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       |      850000 | NC      | $-21238.47    | -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       |      840000 | NC      | $-6215.47     | -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       |      614289 | NC      | $515.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360126 | NC      | $-17179.32    | -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       |     8681870 | NC      | $13583.59     | 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       |    60240000 | NC      | $2191.48      | 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       |    22000000 | NC      | $-494.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   328156107 | NC      | $738304.07    | 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       |    49990000 | NC      | $-39785.45    | -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       |     6080000 | NC      | $-669.06      | -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       |   272680000 | NC      | $-76309.78    | -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       |     2880917 | NC      | $-3389.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      814115 | NC      | $-6838.59     | -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       |      910000 | NC      | $-8309.70     | -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       |    67310000 | NC      | $828973.98    | 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       |     2990000 | NC      | $-684.83      | -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       |      963614 | NC      | $-3557.83     | -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       |      920000 | NC      | $-14767.06    | -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       |     5220000 | NC      | $-11338.09    | -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       |     2320000 | NC      | $-40540.00    | -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       |     5140528 | NC      | $94259.34     | 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       |     2760000 | NC      | $-38220.40    | -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       |     3941829 | NC      | $66229.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Apr23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          70 | NC      | $352501.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55450000 | NC      | $18.73        | 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       |      840000 | NC      | $4011.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5210000 | NC      | $-1448.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      921598 | NC      | $-8695.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5290 | NC      | $270.32       | 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       |      820000 | NC      | $-25995.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-1142.58     | -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       |    32717917 | NC      | $-192780.74   | -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       |     1060000 | NC      | $-9712.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      485976 | NC      | $21588.18     | 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       |     8519311 | NC      | $18818.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3710000 | NC      | $-3757.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | WHEAT FUTURE(CBT) Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -333 | NC      | $-274012.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $-23132.17    | -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       |    26160000 | NC      | $-41733.46    | -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       |      860000 | NC      | $-21156.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $-4421.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI AUSTRIA ETF  | CUSIP: 464286202<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       47547 | NS      | $903393.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   113000000 | NC      | $-4609.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-3874.76     | -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       |     9752140 | NC      | $22169.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  May23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          87 | NC      | $186420.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1034111 | NC      | $-494.46      | -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       |      870000 | NC      | $-24959.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      518856 | NC      | $24433.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      559029 | NC      | $26594.88     | 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       |    13610000 | NC      | $705.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      491871 | NC      | $18075.92     | 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       |      528753 | NC      | $27264.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66540000 | NC      | $2230.05      | 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       |      840000 | NC      | $-26919.40    | -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       |    59555387 | NC      | $2221864.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    68760000 | NC      | $-1230.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-3397.30     | -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       |    64190000 | NC      | $-220142.14   | -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       |     1007047 | NC      | $-20585.34    | -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       |     2500000 | NC      | $-1594.21     | -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       |    73160000 | NC      | $3377.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      800000 | NC      | $-553.07      | -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       |      935294 | NC      | $-3530.89     | -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       |    16417362 | NC      | $38082.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1015426 | NC      | $-13875.09    | -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       |       90000 | NC      | $-677.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      573637 | NC      | $-407.74      | -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       |      501485 | NC      | $679.95       | 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       |     1647787 | NC      | $-59787.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2100000 | NC      | $-4853.82     | -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       |      535106 | NC      | $2710.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      526876 | NC      | $23580.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      542771 | NC      | $26389.50     | 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       |     9443668 | NC      | $21521.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1900000 | NC      | $-735.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5280000 | NC      | $1583.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-6550.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | MSCI EAFE         Mar23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DE               | CORP              | US        |        -442 | NC      | $210925.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9260000 | NC      | $310.59       | 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       |     7754185 | NC      | $28321.30     | 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       |      812398 | NC      | $-3235.49     | -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       |     2109825 | NC      | $-25617.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    73910932 | NC      | $388076.52    | 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       |     5870000 | NC      | $1025.28      | 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       |      860000 | NC      | $2997.36      | 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       |      850000 | NC      | $-9408.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2090000 | NC      | $604.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2545991 | NC      | $-37396.74    | -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       |      770000 | NC      | $-3445.40     | -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       |      850000 | NC      | $-6962.77     | -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       |      850000 | NC      | $-9108.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      609311 | NC      | $1021.29      | 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       |      810000 | NC      | $-18962.92    | -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       |      870000 | NC      | $-6513.17     | -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       |      980000 | NC      | $-4107.44     | -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       |      950000 | NC      | $-6723.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                    | AUST 10Y BOND FUT Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | AU        |       -4912 | NC      | $2871280.59   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10077409 | NC      | $1730.48      | 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       |   131000000 | NC      | $-7611.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | GOLD 100 OZ FUTR  Feb23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -24 | NC      | $-7100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $14.16        | 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       |      880000 | NC      | $-5139.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      612643 | NC      | $1557.03      | 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       |    13330000 | NC      | $16749.16     | 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       |      790000 | NC      | $-7095.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    73160000 | NC      | $3054.07      | 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       |     1190000 | NC      | $-6090.73     | -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       |     9336537 | NC      | $21745.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | DAX INDEX FUTURE  Mar23   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DE               | CORP              | DE        |        -141 | NC      | $482073.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $1883.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   228530000 | NC      | $10243.39     | 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       |      840000 | NC      | $-21363.46    | -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       |   212220000 | NC      | $1103060.61   | 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       |     3029955 | NC      | $-5233.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI BRAZIL ETF   | CUSIP: 464286400<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      574563 | NS      | $16070527.11  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $2123.75      | 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       |      705442 | NC      | $-7562.34     | -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       |     2517520 | NC      | $-24015.30    | -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       |      370000 | NC      | $-263.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15060000 | NC      | $3513.35      | 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       |      621242 | NC      | $22149.23     | 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       |      660000 | NC      | $-4159.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58000000 | NC      | $312.01       | 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       |     9187710 | NC      | $15509.29     | 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       |      830000 | NC      | $956.98       | 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       |   613000000 | NC      | $-7455.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | 90DAY EURO$ FUTR  Dec24   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | US        |         764 | NC      | $-366025.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9388833 | NC      | $21156.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       64447 | NC      | $230.78       | 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       |      930000 | NC      | $-10650.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8670000 | NC      | $3220.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55520000 | NC      | $2267.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Dec23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |           4 | NC      | $29.46        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      790000 | NC      | $821.77       | 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       |    93302442 | NC      | $90962.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780000 | NC      | $614.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-5358.26     | -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       |    10075110 | NC      | $21336.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Feb23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |        1496 | NC      | $4459790.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1440000 | NC      | $-6895.38     | -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       |     1157136 | NC      | $-10350.73    | -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       |      545767 | NC      | $21370.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7720000 | NC      | $-3951.58     | -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       |      950000 | NC      | $-1559.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      480000 | NC      | $-624.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | E-MINI RUSS 2000  MAR23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |        -460 | NC      | $-59705.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9054814 | NC      | $21041.85     | 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       |      870000 | NC      | $-20859.39    | -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       |      920000 | NC      | $-22551.28    | -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       |     2620000 | NC      | $-385.81      | -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       |     9236093 | NC      | $25089.46     | 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       |      730000 | NC      | $401.55       | 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       |      870000 | NC      | $-4614.33     | -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       |      750000 | NC      | $1203.42      | 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       |     1217169 | NC      | $-13798.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1590000 | NC      | $-121.41      | -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       |      860000 | NC      | $-8762.53     | -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       |      910000 | NC      | $-4989.14     | -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       |      860000 | NC      | $-9719.92     | -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       |    58851228 | NC      | $851794.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    46000000 | NC      | $-1432.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-506.81      | -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       |    23300000 | NC      | $-108872.73   | -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       |   108433793 | NC      | $-281766.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $-151.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9660000 | NC      | $-10673.78    | -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       |    13810968 | NC      | $116734.96    | 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       |      750000 | NC      | $-7954.06     | -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       |    66320000 | NC      | $-727887.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-2276.92     | -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       |   107046379 | NC      | $1133686.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    40610000 | NC      | $1155.92      | 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       |     2968177 | NC      | $-1858.59     | -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       |     1040000 | NC      | $1217.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $190.91       | 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       |      830000 | NC      | $-22276.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      476948 | NC      | $22673.33     | 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       |     8826624 | NC      | $20235.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770000 | NC      | $-1035.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      527440 | NC      | $15868.46     | 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       |      750000 | NC      | $-980.73      | -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       |      990000 | NC      | $-1634.76     | -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       |    14140000 | NC      | $-3316.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Index Fds                               | VANGUARD MID-CAP ETF      | CUSIP: 922908629<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      814945 | NS      | $166093940.45 | 2.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-11743.42    | -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       |      240000 | NC      | $-681.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      740000 | NC      | $-675.65      | -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       |    10090654 | NC      | $19748.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $1951.89      | 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       |    59000000 | NC      | $-1982.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4260000 | NC      | $-1036.04     | -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       |      760000 | NC      | $-2055.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-2648.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9824 | NC      | $501.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11260000 | NC      | $-17986.88    | -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       |     9390518 | NC      | $20994.50     | 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       |      880000 | NC      | $-7317.81     | -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       |     1600000 | NC      | $-7181.53     | -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       |      870000 | NC      | $-23689.34    | -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       |       23510 | NC      | $1113.29      | 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       |      950000 | NC      | $-14501.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   678000000 | NC      | $-15180.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $3764.26      | 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       |      870000 | NC      | $-1829.70     | -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       |    46107499 | NC      | $465680.79    | 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       |     1010000 | NC      | $-1778.88     | -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       |    10269070 | NC      | $-60434.73    | -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       |     2620000 | NC      | $-942.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      592047 | NC      | $1003.10      | 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       |     1162346 | NC      | $-15560.36    | -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       |      870000 | NC      | $-3173.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1011223 | NC      | $-15330.16    | -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       |    12038770 | NC      | $-89045.48    | -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       |     1050000 | NC      | $-1681.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1860000 | NC      | $-1246.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-3095.04     | -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       |   134000000 | NC      | $-10322.81    | -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       |      888274 | NC      | $-2069.40     | -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       |     8852624 | NC      | $-23328.45    | -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       |    13360000 | NC      | $-109774.31   | -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       |      760000 | NC      | $3304.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-747.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $2665.71      | 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       |      658596 | NC      | $-5984.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      647213 | NC      | $947.94       | 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       |      800670 | NC      | $-17913.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-5446.76     | -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       |    18040000 | NC      | $-101.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      709995 | NC      | $890.59       | 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       |     1500000 | NC      | $360.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $-2518.67     | -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       |      792055 | NC      | $4459.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710000 | NC      | $99.68        | 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       |      800000 | NC      | $-7529.23     | -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       |   116000000 | NC      | $-8988.96     | -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       |     1099295 | NC      | $-16638.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      537103 | NC      | $16531.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | ECX EMISSION      Dec23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -83 | NC      | $322072.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      527076 | NC      | $23380.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8470000 | NC      | $-525.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    85340000 | NC      | $488382.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-6959.98     | -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       |     1070000 | NC      | $-4706.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 23773000000 | NC      | $-6505805.69  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $-12857.23    | -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       |      930000 | NC      | $-9602.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    56070000 | NC      | $383.61       | 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      | $8297.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      614544 | NC      | $501.25       | 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       |      880000 | NC      | $4242.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3730000 | NC      | $-2263.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-9351.38     | -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       |     1180000 | NC      | $-3467.38     | -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       |    85850000 | NC      | $959.23       | 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       |   636000000 | NC      | $-13526.15    | -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       |      850000 | NC      | $-3866.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1417594 | NC      | $-18062.94    | -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       |      842549 | NC      | $-12637.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                   | JPN 10Y BOND(OSE) Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | JP        |        -610 | NC      | $4560913.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-8955.11     | -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       |    27137402 | NC      | $-315033.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       83826 | NC      | $4342.38      | 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       |    10032139 | NC      | $15006.93     | 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       |      760000 | NC      | $1305.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9450000 | NC      | $-15344.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Index Fds                               | VANGUARD S&P 500 ETF      | CUSIP: 922908363<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      236720 | NS      | $83169204.80  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5063304 | NC      | $39627.44     | 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       |    10837994 | NC      | $-22388.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6780000 | NC      | $-4297.05     | -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       |     9365031 | NC      | $2002.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $-818.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      621148 | NC      | $1632.70      | 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       |    76330090 | NC      | $969921.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920962 | NC      | $16102.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                   | NIKKEI 225  (OSE) Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | JP        |          -5 | NC      | $-2305.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1273325 | NC      | $-22800.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   640000000 | NC      | $-14813.05    | -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       |     7849027 | NC      | $104994.65    | 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       |     3655020 | NC      | $-9985.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      501323 | NC      | $26679.36     | 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       |      920000 | NC      | $-16314.32    | -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       |      790000 | NC      | $-5789.77     | -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       |      840000 | NC      | $3347.90      | 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       |      778977 | NC      | $-11309.76    | -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       |     1204905 | NC      | $-20395.86    | -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       |      870000 | NC      | $-23026.28    | -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       |     8500683 | NC      | $20605.04     | 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       |      970000 | NC      | $-1349.60     | -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       |     1236111 | NC      | $-23309.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Mar23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -601 | NC      | $7170490.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $-4440.20     | -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       |     3026013 | NC      | $-4334.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI HONG KONG ET | CUSIP: 464286871<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      710231 | NS      | $14921953.31  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $4395.81      | 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       |    36443847 | NC      | $877970.87    | 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       |     2366548 | NC      | $-3950.64     | -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       |    13459251 | NC      | $-10850.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9976093 | NC      | $20731.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  7822000000 | NC      | $132979.53    | 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       |      850000 | NC      | $-7476.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-1138.84     | -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       |     9327254 | NC      | $11974.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13620000 | NC      | $-348.88      | -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       |      790000 | NC      | $-5694.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT EQF, EQUITIES AND INDICES DERIVATIVES   | AMSTERDAM IDX FUT Jan23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | NL        |         123 | NC      | $-193196.79   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2590000 | NC      | $-579.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      610521 | NC      | $1744.96      | 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       |      380000 | NC      | $-2602.41     | -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       |    67906405 | NC      | $-270103.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    50760000 | NC      | $2780.40      | 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       |     1090000 | NC      | $-26174.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      501438 | NC      | $25983.98     | 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       |      890000 | NC      | $-2241.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1340000 | NC      | $-5290.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  2767000000 | NC      | $-545546.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      810000 | NC      | $-8192.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58000000 | NC      | $-1608.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1190000 | NC      | $331.69       | 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       |    44126823 | NC      | $69400.30     | 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       |     2010000 | NC      | $-306.94      | -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       |      770244 | NC      | $-8235.23     | -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       |     9044049 | NC      | $19464.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   264000000 | NC      | $-3967.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1890000 | NC      | $-9314.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      989467 | NC      | $-12436.06    | -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       |     3900759 | NC      | $-1841.07     | -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       |     9175477 | NC      | $-4678.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60870000 | NC      | $1463.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      586406 | NC      | $16474.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $-5626.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528652 | NC      | $24982.20     | 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       |     9871999 | NC      | $20645.30     | 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       |     9380000 | NC      | $-1459.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      650000 | NC      | $210.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -6770 | NC      | $3002622.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1048359 | NC      | $-22287.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | LIVE CATTLE FUTR  Feb23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         213 | NC      | $-22820.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    56500000 | NC      | $1445.74      | 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       |      920000 | NC      | $-3567.32     | -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       |      960000 | NC      | $-9726.81     | -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       |    17180000 | NC      | $-72608.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI ISRAEL ETF   | CUSIP: 464286632<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       24387 | NS      | $1365428.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528197 | NC      | $27025.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      495776 | NC      | $22114.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    48430000 | NC      | $-863.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4510000 | NC      | $-5337.29     | -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       |      870000 | NC      | $-22100.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   519000000 | NC      | $-9060.97     | -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       |     7610000 | NC      | $961.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49550000 | NC      | $302.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      472870 | NC      | $15631.06     | 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       |     9030935 | NC      | $1895.16      | 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       |     1061950 | NC      | $-13244.90    | -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       |    13068613 | NC      | $280771.59    | 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       |   194000000 | NC      | $-7353.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-4268.32     | -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       |     8993367 | NC      | $13922.63     | 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       |     6620000 | NC      | $-4041.21     | -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       |     8232456 | NC      | $16612.97     | 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       |      750000 | NC      | $-8212.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20540000 | NC      | $-143312.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   683000000 | NC      | $-17246.29    | -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       |     1920805 | NC      | $16831.98     | 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       |     1030000 | NC      | $-784.11      | -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       |     1140000 | NC      | $-3056.73     | -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       |      990000 | NC      | $-25777.42    | -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       |      880000 | NC      | $3108.69      | 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       |    10312023 | NC      | $18574.96     | 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       |      840000 | NC      | $-11608.84    | -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       |     5200000 | NC      | $595.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1294563 | NC      | $-15745.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard International Equity Index Funds        | VANGUARD FTSE EUROPE ETF  | CUSIP: 922042874<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |      604424 | NS      | $33509266.56  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-2399.46     | -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       |      590000 | NC      | $241.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4860000 | NC      | $-9297.48     | -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       |     9127246 | NC      | $21685.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  May23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          34 | NC      | $178075.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750000 | NC      | $2693.04      | 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       |   131000000 | NC      | $-5682.66     | -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       |     2843059 | NC      | $-5471.30     | -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       |     1090000 | NC      | $-1592.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   444000000 | NC      | $-4302.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-4317.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1083610 | NC      | $-14156.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      984612 | NC      | $-18897.30    | -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       |      860000 | NC      | $-8985.03     | -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       |    54800000 | NC      | $-213.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9620000 | NC      | $-4477.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   640000000 | NC      | $-16198.36    | -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       |      280000 | NC      | $-750.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9090000 | NC      | $-388.12      | -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       |      970000 | NC      | $5152.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-5171.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      872128 | NC      | $344.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                    | ISHARES MSCI PERU ETF     | CUSIP: 464289842<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       75220 | NS      | $2156557.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10496039 | NC      | $21216.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   638000000 | NC      | $-14276.82    | -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       |   172887724 | NC      | $4388448.25   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21540487 | NC      | $-164412.47   | -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       |      880000 | NC      | $-20693.87    | -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       |      760000 | NC      | $1579.12      | 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       |       21291 | NC      | $949.46       | 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       |     9563822 | NC      | $-82485.13    | -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       |      860000 | NC      | $-3258.15     | -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       |      840000 | NC      | $-10749.06    | -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       |      870000 | NC      | $-8242.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5080000 | NC      | $-6734.08     | -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       |     2794609 | NC      | $-5136.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      881149 | NC      | $-7857.06     | -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       |      890000 | NC      | $5225.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14600000 | NC      | $-3143.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71230000 | NC      | $9390.94      | 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       |      920000 | NC      | $-11975.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-23259.24    | -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       |     8836298 | NC      | $20566.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17546998 | NC      | $239149.24    | 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       |      830000 | NC      | $-13098.24    | -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       |     1320000 | NC      | $-596.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SOUTH KOREA  | CUSIP: 464286772<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      256933 | NS      | $14511575.84  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                       | 90DAY EURO$ FUTR  Sep23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | US        |        -510 | NC      | $-21287.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13220000 | NC      | $-4747.52     | -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       |    18533160 | NC      | $-141885.37   | -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       |     8701005 | NC      | $12107.18     | 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       |      870000 | NC      | $5179.16      | 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       |      863576 | NC      | $920.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-35118.38    | -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       |     1150000 | NC      | $-4920.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10990000 | NC      | $-3615.92     | -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       |       90107 | NC      | $4415.61      | 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       |     1140000 | NC      | $-7183.75     | -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       |    77403480 | NC      | $489322.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Mar23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |        2337 | NC      | $11977620.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   300000000 | NC      | $-5120.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-1803.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13710000 | NC      | $-1986.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    63980000 | NC      | $236.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-5273.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      260000 | NC      | $-559.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1320000 | NC      | $-7482.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      370000 | NC      | $-779.45      | -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       |    73000000 | NC      | $-1846.37     | -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       |   701000000 | NC      | $-7273.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT May23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          77 | NC      | $763547.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      300000 | NC      | $-225.46      | -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       |      980000 | NC      | $-13930.03    | -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       |     8289863 | NC      | $19391.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      477300 | NC      | $16760.96     | 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       |      830000 | NC      | $-2486.96     | -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       |     1070000 | NC      | $-761.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6640000 | NC      | $-7255.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   148000000 | NC      | $-5314.69     | -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       |     1880000 | NC      | $-49635.65    | -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       |     2522870 | NC      | $-31251.73    | -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       |       12903 | NC      | $600.63       | 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       |    24801615 | NC      | $474137.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      576589 | NC      | $628.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   794000000 | NC      | $-19652.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      529241 | NC      | $23599.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   117000000 | NC      | $-4322.58     | -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       |     1120000 | NC      | $-8532.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      230000 | NC      | $-294.71      | -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       |      507460 | NC      | $24069.96     | 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       |     8567472 | NC      | $14549.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | 90DAY EURO$ FUTR  Sep24   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | US        |         434 | NC      | $-372787.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60848228 | NC      | $1699999.53   | 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       |     6210000 | NC      | $-9002.64     | -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       |     1044279 | NC      | $-14434.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1370517 | NC      | $4494.04      | 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       |      910000 | NC      | $-5121.89     | -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       |    67360000 | NC      | $7865.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-1538.24     | -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       |   280990000 | NC      | $-2711552.94  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      290000 | NC      | $-423.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1005345 | NC      | $-3793.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $1008.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-6817.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      595439 | NC      | $753.37       | 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       |   662000000 | NC      | $-6037.81     | -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       |      681977 | NC      | $870.28       | 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       |      290000 | NC      | $-391.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-8030.06     | -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       |   705000000 | NC      | $-10707.52    | -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       |      840000 | NC      | $-8803.55     | -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       |    50296728 | NC      | $851453.43    | 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       |      980000 | NC      | $-8501.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4300000 | NC      | $-2063.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | NIKKEI 225  (SGX) Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | SG        |        -136 | NC      | $30323.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-22599.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1145677 | NC      | $-15866.64    | -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       |     8975452 | NC      | $15752.42     | 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       |      870000 | NC      | $3845.67      | 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       |      870000 | NC      | $-20451.70    | -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       |   684000000 | NC      | $-18957.15    | -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       |      870000 | NC      | $-6202.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      250000 | NC      | $-657.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      961656 | NC      | $-9144.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         761 | NC      | $33.68        | 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       |      830000 | NC      | $-25093.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-1388.57     | -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       |     1151395 | NC      | $-19698.56    | -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       |     2050000 | NC      | $-14137.47    | -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       |      860000 | NC      | $2105.24      | 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       |     1310000 | NC      | $-5565.48     | -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       |    46710000 | NC      | $34210.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $-5701.17     | -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       |    32911139 | NC      | $740312.83    | 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       |    10171970 | NC      | $22161.62     | 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       |      810000 | NC      | $-25391.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    82430000 | NC      | $174481.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9580000 | NC      | $1449.07      | 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       |      760000 | NC      | $1454.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   209900000 | NC      | $-449664.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-8509.40     | -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       |      830000 | NC      | $2018.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Jun24   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1049 | NC      | $1332665.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      675028 | NC      | $1172.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | SILVER FUTURE     Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -62 | NC      | $-18475.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1261000 | NC      | $-18020.34    | -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       |   148250000 | NC      | $-139462.67   | -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       |      482044 | NC      | $17576.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-104.93      | -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       |     1510000 | NC      | $5572.21      | 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       |     1030000 | NC      | $-2627.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SINGAPORE ET | CUSIP: 46434G780<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      548936 | NS      | $10325486.16  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      508484 | NC      | $25398.14     | 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       |     1623749 | NC      | $-20512.12    | -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       |     8938837 | NC      | $19492.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      529111 | NC      | $27700.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-855.02      | -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       |      810000 | NC      | $5394.75      | 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       |      860000 | NC      | $2256.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $1353.31      | 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       |    43945931 | NC      | $495828.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | S&P MID 400 EMINI Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |        -223 | NC      | $1055130.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      463010 | NC      | $22658.50     | 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       |      860000 | NC      | $-25584.68    | -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       |     1280000 | NC      | $-3572.92     | -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       |      711038 | NC      | $-7500.29     | -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       |      870000 | NC      | $-11666.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-1253.34     | -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       |       24305 | NC      | $-186.83      | -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       |      514834 | NC      | $24502.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $-665.46      | -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       |     5710000 | NC      | $-2540.33     | -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       |    13860000 | NC      | $-407.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1272800 | NC      | $-10958.03    | -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       |     8710000 | NC      | $-5158.60     | -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       |      920000 | NC      | $-25332.86    | -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       |     1212923 | NC      | $-18982.76    | -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       |     8925454 | NC      | $20859.42     | 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       |      830000 | NC      | $500.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   663000000 | NC      | $-4693.71     | -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       |      860000 | NC      | $-23076.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | MSCI EmgMkt       Mar23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DE               | CORP              | US        |       -2064 | NC      | $1061035.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE (FLOOR)              | NASDAQ 100 E-MINI Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |        -943 | NC      | $-1665093.00  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4280000 | NC      | $-3611.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5590000 | NC      | $-2203.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      463452 | NC      | $21039.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      240000 | NC      | $-65.12       | -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       |      487600 | NC      | $19169.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    76240000 | NC      | $-28680.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      484185 | NC      | $21790.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   684000000 | NC      | $-16432.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      726817 | NC      | $1842.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   467000000 | NC      | $-10983.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-4900.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-5094.69     | -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       |      850000 | NC      | $-13300.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $-171.08      | -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       |    22323896 | NC      | $282017.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-9265.28     | -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       |      820000 | NC      | $-23183.79    | -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       |     9955302 | NC      | $12136.55     | 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       |     9887724 | NC      | $26891.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      936111 | NC      | $-4347.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      497161 | NC      | $24961.21     | 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       |   104810000 | NC      | $2974.08      | 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       |     9755077 | NC      | $21869.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-3661.61     | -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       |      870000 | NC      | $-3891.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                       | FTSE/MIB IDX FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | IT        |         359 | NC      | $-47447.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      782510 | NC      | $-7297.79     | -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       |      830000 | NC      | $4049.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1420000 | NC      | $-2908.81     | -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       |     2130000 | NC      | $-1590.21     | -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       |      528800 | NC      | $27217.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    85900000 | NC      | $-43973.94    | -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       |      830000 | NC      | $303.17       | 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       |      860000 | NC      | $-3037.75     | -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       |      860000 | NC      | $-23477.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    34000000 | NC      | $-1032.63     | -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       |    13900000 | NC      | $379.97       | 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       |      980000 | NC      | $-5927.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-4328.68     | -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       |    22330751 | NC      | $178691.24    | 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       |     1340000 | NC      | $-1315.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Mar23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         314 | NC      | $1664892.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2502757 | NC      | $-2868.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2060000 | NC      | $-21718.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   637000000 | NC      | $-15477.43    | -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       |    32158160 | NC      | $-545640.15   | -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       |     2450000 | NC      | $-9484.61     | -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       |     2963092 | NC      | $-698.46      | -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       |    41710000 | NC      | $-12527.08    | -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       |      698897 | NC      | $-8562.59     | -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       |      280000 | NC      | $-241.23      | -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       |    45060345 | NC      | $-7004.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      529505 | NC      | $26512.24     | 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       |    29980000 | NC      | $30291.89     | 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       |    35411796 | NC      | $21836.88     | 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       |      218124 | NC      | $1008.87      | 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       |      870000 | NC      | $2892.79      | 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       |      910000 | NC      | $-14358.62    | -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       |      860000 | NC      | $-24412.30    | -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       |    59700000 | NC      | $2623.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | SGX Nifty 50      Jan23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | SG        |          -4 | NC      | $160.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   119000000 | NC      | $-4437.52     | -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       |    39473209 | NC      | $115209.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13820000 | NC      | $-454.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55370000 | NC      | $-668.08      | -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       |      507734 | NC      | $21276.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                    | ISHARES RUSSELL 2000 ETF  | CUSIP: 464287655<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1819722 | NS      | $317286727.92 | 5.71%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49496 | NC      | $2134.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6910000 | NC      | $-1879.11     | -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       |   129000000 | NC      | $-9306.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   128890000 | NC      | $31902.87     | 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       |     1034748 | NC      | $3907.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  3384000000 | NC      | $-269725.48   | -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       |     8922574 | NC      | $10434.86     | 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       |    15608384 | NC      | $208707.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14200000 | NC      | $487.11       | 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       |     7120000 | NC      | $-11433.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    46210000 | NC      | $1997.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10240000 | NC      | $-21265.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53980000 | NC      | $3111.96      | 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       |   606000000 | NC      | $-7914.36     | -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       |      820000 | NC      | $-9967.91     | -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       |     1100000 | NC      | $-1857.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      694722 | NC      | $1540.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      553157 | NC      | $17157.15     | 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       |      830000 | NC      | $-10238.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2180000 | NC      | $-4057.73     | -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       |    60870000 | NC      | $2156.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6490000 | NC      | $-6480.21     | -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       |      528683 | NC      | $22568.59     | 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       |   347000000 | NC      | $-8640.07     | -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       |      691678 | NC      | $595.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      270000 | NC      | $-494.46      | -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       |      850000 | NC      | $-14206.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1330000 | NC      | $-467.19      | -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       |      950000 | NC      | $-15022.03    | -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       | 10288000000 | NC      | $-1650743.73  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   Feb23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         961 | NC      | $59525.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   266680000 | NC      | $1342378.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-14791.29    | -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       |      750000 | NC      | $-5571.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-1123.30     | -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       |     2370000 | NC      | $206.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      480000 | NC      | $-3244.06     | -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       |      840000 | NC      | $5778.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    98040000 | NC      | $973686.43    | 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       |      972263 | NC      | $-4662.56     | -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       |     1000000 | NC      | $2238.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE (FLOOR)              | S&P500 EMINI FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |        -951 | NC      | $-814650.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1006737 | NC      | $-3299.29     | -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       |      830000 | NC      | $-8693.26     | -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       |    68810000 | NC      | $479405.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-23990.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      690000 | NC      | $-1736.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $102.26       | 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       |      850000 | NC      | $-3283.56     | -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       |      750000 | NC      | $-8227.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1113537 | NC      | $-17677.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1091211 | NC      | $-14212.90    | -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       |    76391251 | NC      | $1447769.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9040347 | NC      | $174328.82    | 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       |       27311 | NC      | $1284.20      | 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       |      860000 | NC      | $-4193.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2810000 | NC      | $-1684.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      488945 | NC      | $21796.58     | 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       |    11254512 | NC      | $-37958.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $-4653.07     | -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       |      280000 | NC      | $-383.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8574473 | NC      | $13834.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   642010000 | NC      | $-825467.90   | -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       |     2690000 | NC      | $-982.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      747855 | NC      | $-6593.74     | -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       |     1020000 | NC      | $-10788.56    | -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       |  3074000000 | NC      | $-168102.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                  | HANG SENG IDX FUT Jan23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |         189 | NC      | $582031.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55800000 | NC      | $-22362.51    | -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       |      980000 | NC      | $-3938.80     | -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       |      840000 | NC      | $-7012.55     | -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       |     8295008 | NC      | $18897.61     | 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       |      612769 | NC      | $1067.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | FTSE 100 IDX FUT  Mar23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DE               | CORP              | GB        |        -450 | NC      | $300136.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      783867 | NC      | $-16199.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1187942 | NC      | $-9091.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-3844.98     | -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       |     5180000 | NC      | $3715.42      | 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       |     6230000 | NC      | $1930.32      | 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       |      880000 | NC      | $-8258.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-432.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI JAPAN ETF    | CUSIP: 46434G822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      284480 | NS      | $15487091.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-7809.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-4710.14     | -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       |      840000 | NC      | $-9534.37     | -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       |    13240000 | NC      | $3722.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      790000 | NC      | $-206.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17320000 | NC      | $-326245.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      978632 | NC      | $-9145.30     | -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       |     1880000 | NC      | $-1138.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2554773 | NC      | $-29203.84    | -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       |   126000000 | NC      | $-9656.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4433395 | NC      | $42547.84     | 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       |      960000 | NC      | $-4543.34     | -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       |     8560000 | NC      | $-3574.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-5270.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-1839.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-4683.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8880000 | NC      | $-299.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                    | ISHARES MSCI UNITED KINGD | CUSIP: 46435G334<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      371068 | NS      | $11376944.88  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                  | HSCEI Futures     Jan23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |         803 | NC      | $114376.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      534101 | NC      | $20327.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      612851 | NC      | $-3002.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2555054 | NC      | $-31370.89    | -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       |     6280000 | NC      | $-13435.22    | -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       |     9289645 | NC      | $15816.11     | 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       |      912231 | NC      | $17214.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME ZINC FUTURE   Mar23   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          20 | NC      | $-29441.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      844036 | NC      | $384.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-1595.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   374170000 | NC      | $-54139.44    | -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       |     9159190 | NC      | $21747.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710000 | NC      | $-1896.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   658000000 | NC      | $-15425.24    | -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       |    29750000 | NC      | $74204.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-2826.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    52780000 | NC      | $-105547.04   | -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       |      880000 | NC      | $-10120.62    | -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       |      942775 | NC      | $2191.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1128996 | NC      | $-14274.90    | -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       |      993635 | NC      | $19613.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-8616.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2499509 | NC      | $-28638.10    | -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       |      850000 | NC      | $-10983.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      522203 | NC      | $18721.89     | 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       |    10339468 | NC      | $26431.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      790000 | NC      | $-1699.28     | -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       |     1030000 | NC      | $-6531.78     | -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       |      502372 | NC      | $24454.81     | 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       |    73160000 | NC      | $3369.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | Euro-BTP Future   Mar23   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -3591 | NC      | $7937770.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      544587 | NC      | $26926.04     | 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       |      585160 | NC      | $1363.42      | 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       |     9060718 | NC      | $7043.24      | 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       |      850000 | NC      | $-23168.73    | -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       |     1076170 | NC      | $-18034.04    | -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       |      880000 | NC      | $-370.95      | -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       |      840000 | NC      | $-11958.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5200000 | NC      | $6398.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME PRI ALUM FUTR Mar23   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          42 | NC      | $-15450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-4192.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      967976 | NC      | $-13579.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8839955 | NC      | $18873.69     | 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       |     4722965 | NC      | $-60375.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      607331 | NC      | $26507.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | AUDUSD Crncy Fut  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              | CORP              | US        |        -343 | NC      | $-15385.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8942187 | NC      | $19150.21     | 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       |      940000 | NC      | $-23136.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1302254 | NC      | $-10234.03    | -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       |     5420000 | NC      | $62.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      567021 | NC      | $648.88       | 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       |      863445 | NC      | $-12786.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $806.23       | 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       |      830000 | NC      | $-21478.41    | -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       |     9136621 | NC      | $20727.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-5677.00     | -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       |      963529 | NC      | $2185.38      | 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       |    13740000 | NC      | $981.37       | 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       |    64950000 | NC      | $-1223.69     | -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       |     5052628 | NC      | $55441.30     | 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       |     1060000 | NC      | $-6944.63     | -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       |   527640000 | NC      | $-759834.09   | -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       |     8681745 | NC      | $13596.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Sep23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          54 | NC      | $-7033.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-4111.27     | -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       |      529226 | NC      | $23613.71     | 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       |     6270000 | NC      | $-6315.53     | -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       |    35808860 | NC      | $53369.02     | 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       |    98304432 | NC      | $-503954.55   | -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       |     1390000 | NC      | $-3028.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4890000 | NC      | $11420.56     | 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       |    34250224 | NC      | $660764.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1410000 | NC      | $-3754.89     | -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       |     1000000 | NC      | $-26.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   666000000 | NC      | $-11376.71    | -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       |      810000 | NC      | $3943.00      | 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       |      869021 | NC      | $-7045.74     | -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       |    41552191 | NC      | $695870.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1223452 | NC      | $-10650.87    | -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       |     3783694 | NC      | $6862.13      | 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       |    46766463 | NC      | $71826.24     | 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       |     4710000 | NC      | $-6227.08     | -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       |      810000 | NC      | $-4917.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      573378 | NC      | $333.93       | 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       |     9668086 | NC      | $26524.04     | 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       |      820000 | NC      | $-12882.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-2276.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-25318.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI AUSTRALIA ET | CUSIP: 464286103<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      710264 | NS      | $15789168.72  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8924089 | NC      | $20998.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-1440.67     | -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       |     4191970 | NC      | $34673.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Jun23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         136 | NC      | $493530.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-2848.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   220000000 | NC      | $-5516.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2210000 | NC      | $265.27       | 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       |    45989297 | NC      | $257411.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53260000 | NC      | $2043.23      | 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       |      750000 | NC      | $-7896.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI CHILE ETF    | CUSIP: 464286640<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      302662 | NS      | $8199113.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      280000 | NC      | $-535.16      | -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       |      980000 | NC      | $-2196.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      411099 | NC      | $20211.42     | 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       |      584159 | NC      | $28511.69     | 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       |     1040669 | NC      | $-18369.51    | -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       |      560000 | NC      | $19.85        | 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       |      631840 | NC      | $367.98       | 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       |     7187949 | NC      | $127354.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | FTSE Taiwan Index Jan23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         335 | NC      | $-223910.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   108257429 | NC      | $823768.12    | 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       |    70390000 | NC      | $2907.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      527020 | NC      | $23436.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Mar25   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          41 | NC      | $-2776.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   465000000 | NC      | $-5074.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8690000 | NC      | $-477.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   893000000 | NC      | $-20208.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | 90DAY EURO$ FUTR  Mar24   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | US        |         107 | NC      | $-39512.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8870550 | NC      | $15748.71     | 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       |     9716772 | NC      | $21853.73     | 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       |    11210000 | NC      | $-3660.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      510865 | NC      | $15762.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      515325 | NC      | $22423.24     | 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       |     9600000 | NC      | $-962.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | LONG GILT FUTURE  Mar23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -3064 | NC      | $4816981.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      442048 | NC      | $-4458.61     | -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       |      673636 | NC      | $-276.36      | -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       |      730000 | NC      | $1325.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME LEAD FUTURE   Mar23   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          31 | NC      | $60800.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-14629.91    | -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       |     8941464 | NC      | $19224.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12913 | NC      | $590.44       | 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       |     1020000 | NC      | $-11932.72    | -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       |      920000 | NC      | $-9122.40     | -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       |      860000 | NC      | $-2152.65     | -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       |     7100000 | NC      | $7175.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1910000 | NC      | $396.03       | 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       |     2110000 | NC      | $-8759.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      240000 | NC      | $-69.97       | -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       |      872552 | NC      | $-8690.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1580000 | NC      | $-5042.63     | -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       |     5350000 | NC      | $-1999.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1153908 | NC      | $-22211.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                    | SPI 200 FUTURES   Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | AU        |         394 | NC      | $-158706.29   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-3671.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64779944 | NC      | $-274894.71   | -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       |      880000 | NC      | $4873.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      573214 | NC      | $21724.05     | 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       |     2440000 | NC      | $-21022.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                   | TOPIX INDX FUTR   Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | JP        |        -593 | NC      | $1574021.01   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-2604.25     | -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       |     1470000 | NC      | $-5980.63     | -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       |   606000000 | NC      | $-6430.60     | -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       |    18103891 | NC      | $88618.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-5991.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      531575 | NC      | $25826.38     | 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       |    34072116 | NC      | $985.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   704000000 | NC      | $-4756.14     | -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       |     1070000 | NC      | $-9439.23     | -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       |     8930326 | NC      | $22265.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34978 | NC      | $1559.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   713000000 | NC      | $-7541.08     | -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       |      750000 | NC      | $-7630.38     | -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       |      960000 | NC      | $-846.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2210000 | NC      | $-3450.57     | -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       |    40441472 | NC      | $1830.18      | 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       |      810000 | NC      | $-9627.56     | -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       |    10253820 | NC      | $24519.94     | 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       |       77216 | NC      | $3008.95      | 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       |    18930392 | NC      | $254738.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19950000 | NC      | $-104100.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    73160000 | NC      | $3517.00      | 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       |     1060000 | NC      | $-10173.11    | -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       |      850000 | NC      | $2415.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      550759 | NC      | $21938.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   152000000 | NC      | $-5903.97     | -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       |      790000 | NC      | $-1786.83     | -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       |      840000 | NC      | $-1410.70     | -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       |      464256 | NC      | $22588.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | DJIA MINI e-CBOT  Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DE               | CORP              | US        |        -715 | NC      | $168890.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                     | T 2 1/2 08/15/23          | CUSIP: 912828VS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   659525000 | PA      | $650424583.86 | 11.71%            | 2023-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      735011 | NC      | $892.65       | 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       |    81560000 | NC      | $294480.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528282 | NC      | $24557.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      730000 | NC      | $-2252.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49500000 | NC      | $2685.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18251 | NC      | $812.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   631000000 | NC      | $-13754.81    | -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       |      920000 | NC      | $-4959.21     | -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       |     1860000 | NC      | $8024.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   431000000 | NC      | $-10880.05    | -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       |      503188 | NC      | $24814.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      561966 | NC      | $748.37       | 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       |   130000000 | NC      | $-11093.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8320000 | NC      | $-6154.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4790000 | NC      | $-3805.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49470000 | NC      | $-387.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   482000000 | NC      | $-17220.48    | -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       |      840000 | NC      | $-23058.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7630000 | NC      | $4027.28      | 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       |     4800000 | NC      | $-5459.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      729068 | NC      | $913.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   121990000 | NC      | $2503779.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      797581 | NC      | $2014.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13200000 | NC      | $-27615.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55325144 | NC      | $-1291196.71  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69450000 | NC      | $-1075.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4480000 | NC      | $1495.24      | 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       |    49400000 | NC      | $2709.54      | 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       |     9259721 | NC      | $18872.63     | 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       |     1160000 | NC      | $207.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1669811 | NC      | $-28851.31    | -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       |    42286206 | NC      | $567057.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2278 | NC      | $104.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      538147 | NC      | $26310.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-2125.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3800000 | NC      | $-1635.41     | -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       |     8628034 | NC      | $19082.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-903.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6770000 | NC      | $1134.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      872688 | NC      | $-8826.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    70950000 | NC      | $3492.32      | 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       |     3015731 | NC      | $-1988.54     | -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       |      840000 | NC      | $-20765.64    | -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       |     1084339 | NC      | $-16771.99    | -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       |      726272 | NC      | $1468.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-28919.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Apr23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         712 | NC      | $3531990.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710000 | NC      | $-1868.25     | -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       |     3020000 | NC      | $-3878.30     | -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       |   136900000 | NC      | $-278649.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10314808 | NC      | $125368.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $2495.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | PLATINUM FUTURE   Apr23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           5 | NC      | $520.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13190000 | NC      | $-27759.49    | -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       |      704569 | NC      | $3444.00      | 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       |     2394493 | NC      | $12122.16     | 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       |     1450000 | NC      | $-37483.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   754000000 | NC      | $-9532.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-1191.62     | -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       |      920000 | NC      | $-9947.37     | -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       |    40748398 | NC      | $357722.64    | 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       |     8831900 | NC      | $19696.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Jul23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          44 | NC      | $151530.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10000000 | NC      | $21195.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1970000 | NC      | $-6503.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   754000000 | NC      | $-8329.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1480536 | NC      | $-14988.91    | -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       |   592000000 | NC      | $-3818.75     | -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       |     1209044 | NC      | $-16990.52    | -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      | $-8668.71     | -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       |   449000000 | NC      | $-7609.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29378771 | NC      | $386113.81    | 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       |     1140000 | NC      | $-130.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -2642 | NC      | $-328033.36   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $6968.98      | 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       |     1220000 | NC      | $-2685.64     | -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       |     8630673 | NC      | $18853.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4200000 | NC      | $491.13       | 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       |     1288330 | NC      | $-17057.37    | -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       |      760000 | NC      | $-8300.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1740000 | NC      | $598.25       | 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       |     5660000 | NC      | $2271.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    80340000 | NC      | $23396.70     | 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       |    33530281 | NC      | $-212572.02   | -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       |      760000 | NC      | $-5781.03     | -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       |     1020000 | NC      | $-6356.17     | -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       |      910000 | NC      | $-7646.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Mar23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         259 | NC      | $369060.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31940 | NC      | $1421.15      | 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       |      750000 | NC      | $-8270.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1027865 | NC      | $-14996.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9150543 | NC      | $19305.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      493916 | NC      | $23503.03     | 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       |     9383630 | NC      | $16935.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-4577.94     | -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       |      492823 | NC      | $17124.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      601411 | NC      | $824.17       | 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       |      960000 | NC      | $-3879.62     | -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       |      860000 | NC      | $4885.27      | 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       |    64509133 | NC      | $-1066410.16  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   307220000 | NC      | $-205668.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-9517.45     | -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       |      940000 | NC      | $-2210.44     | -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       |   101200993 | NC      | $2029271.44   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      670000 | NC      | $-20211.96    | -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       |      925140 | NC      | $-10352.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                     | T 2 02/15/23              | CUSIP: 912828UN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   699325000 | PA      | $697435521.76 | 12.55%            | 2023-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20580842 | NC      | $823261.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      626363 | NC      | $22588.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17850000 | NC      | $-286.63      | -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       |      870000 | NC      | $-22686.27    | -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       |     1407903 | NC      | $-21574.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      876059 | NC      | $765.37       | 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       |    27622044 | NC      | $371697.19    | 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       |     3058241 | NC      | $-967.68      | -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       |     1040000 | NC      | $-6207.19     | -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       |      950000 | NC      | $-15253.96    | -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       |     1060694 | NC      | $-4444.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4790000 | NC      | $-8194.10     | -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       |      750000 | NC      | $-8608.62     | -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       |     2840755 | NC      | $-4945.55     | -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       |     8839810 | NC      | $20229.30     | 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       |      898964 | NC      | $-8695.85     | -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       |      521825 | NC      | $764.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7300000 | NC      | $-15916.85    | -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       |      840000 | NC      | $-21297.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       60000 | NC      | $-253.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      495021 | NC      | $22074.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      995029 | NC      | $-14225.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200871 | NC      | $2993.95      | 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       |    31942234 | NC      | $-452980.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-1664.65     | -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       |   107000000 | NC      | $-5426.91     | -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       |     9410000 | NC      | $-4133.66     | -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       |    34031775 | NC      | $314620.29    | 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       |      250000 | NC      | $-65.34       | -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       |       63639 | NC      | $3083.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | MEXICAN PESO FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |        1087 | NC      | $377430.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710000 | NC      | $-630.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Index Fds                               | VANGUARD SMALL-CAP ETF    | CUSIP: 922908751<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      683876 | NS      | $125518601.04 | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   126450000 | NC      | $-90572.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      627649 | NC      | $570.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9350000 | NC      | $-2745.23     | -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       |      720000 | NC      | $978.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    56050000 | NC      | $2232.66      | 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       |    40085550 | NC      | $-1148253.45  | -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       |      880000 | NC      | $-4150.70     | -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       |      922964 | NC      | $-19493.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      602890 | NC      | $1640.81      | 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       |      740000 | NC      | $-1599.93     | -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       |     9093910 | NC      | $14371.54     | 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       |    11551740 | NC      | $20571.60     | 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      | $7206.24      | 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       |     1150000 | NC      | $-5518.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5200000 | NC      | $4492.76      | 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       |     1025574 | NC      | $-14592.14    | -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       |      820000 | NC      | $-14690.08    | -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       |      800000 | NC      | $-24184.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $1995.40      | 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       |      800000 | NC      | $-5922.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-3503.50     | -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       |     8836524 | NC      | $20544.54     | 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       |      810000 | NC      | $-3049.04     | -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       |     1425087 | NC      | $-25555.63    | -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       |      800000 | NC      | $-2766.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528952 | NC      | $27065.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      450000 | NC      | $-3041.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI MALAYSIA ETF | CUSIP: 46434G814<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      220723 | NS      | $5041313.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $629.25       | 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       |   663000000 | NC      | $-4641.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13230000 | NC      | $-4571.35     | -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       |      953495 | NC      | $-1722.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1078334 | NC      | $-14539.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $290.65       | 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       |     1040000 | NC      | $998.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Index Fds                               | VANGUARD LARGE-CAP ETF    | CUSIP: 922908637<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      427847 | NS      | $74530947.40  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $5309.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    70000000 | NC      | $-5448.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-8109.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770000 | NC      | $-1963.35     | -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       |    60531364 | NC      | $413175.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    56270000 | NC      | $2666.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6580000 | NC      | $-13255.05    | -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       |     1212052 | NC      | $-14339.72    | -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       |      750000 | NC      | $2088.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEFF FINANCIAL DERIVATIVES                       | IBEX 35 INDX FUTR Jan23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | ES        |        -304 | NC      | $232666.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      510000 | NC      | $-594.42      | -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       |      522939 | NC      | $19574.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   235000000 | NC      | $1454.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Jun23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          67 | NC      | $203700.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8835883 | NC      | $19289.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63233 | NC      | $2694.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4530000 | NC      | $617.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard International Equity Index Funds        | VANGUARD FTSE EMERGING MA | CUSIP: 922042858<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |     2677953 | NS      | $104386607.94 | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2959540 | NC      | $111.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    47650000 | NC      | $-786.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-4742.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI NETHERLANDS  | CUSIP: 464286814<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       84554 | NS      | $3148790.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $2520.46      | 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       |     1350000 | NC      | $-4146.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12500000 | NC      | $-4707.74     | -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       |     8388009 | NC      | $-44292.87    | -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       |      999434 | NC      | $-3541.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Mar25   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -823 | NC      | $590742.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      260000 | NC      | $-577.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      661876 | NC      | $425.46       | 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       |      860000 | NC      | $-8775.08     | -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       |       32158 | NC      | $1202.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      593726 | NC      | $22658.47     | 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       |      826800 | NC      | $-10092.17    | -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       |      594982 | NC      | $605.38       | 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       |     9586007 | NC      | $23679.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSE EQUITY DERIVATIVES MARKET                    | FTSE/JSE TOP 40   Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | ZA        |         224 | NC      | $9115.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12375357 | NC      | $147111.16    | 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       |    49370000 | NC      | $-894.21      | -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       |       21152 | NC      | $1089.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      474679 | NC      | $14616.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      492731 | NC      | $1093.87      | 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       |     9591037 | NC      | $17187.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1159632 | NC      | $-24163.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3040000 | NC      | $885.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   659000000 | NC      | $-11458.49    | -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       |      830000 | NC      | $4232.04      | 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       |    10488076 | NC      | $22029.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   699000000 | NC      | $-15141.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-5176.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | CAN 10YR BOND FUT Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CA        |       -2148 | NC      | $1526062.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $-15054.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    52630000 | NC      | $-700.23      | -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       |      880000 | NC      | $-2113.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      800000 | NC      | $964.97       | 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       |     1000000 | NC      | $-14968.89    | -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       |      840000 | NC      | $-23282.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $265.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      610606 | NC      | $27935.61     | 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       |      220000 | NC      | $-358.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANK MMDA                                     | US BANK MMDA-USBGFS 5     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   513784756 | PA      | $513784755.73 | 9.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      880000 | NC      | $-24245.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      250000 | NC      | $-250.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-2544.02     | -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       |      870000 | NC      | $-4883.77     | -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       |      709621 | NC      | $1023.05      | 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       |      780000 | NC      | $-12060.47    | -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       |      860000 | NC      | $374.92       | 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       |     8718235 | NC      | $20587.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-4043.88     | -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       |   106000000 | NC      | $-2782.34     | -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       |    14290000 | NC      | $-2186.55     | -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       |      850000 | NC      | $-7031.36     | -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       |      860000 | NC      | $-13404.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   658000000 | NC      | $-19970.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528121 | NC      | $22336.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55150000 | NC      | $-432.21      | -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       |    12270000 | NC      | $-139130.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $4866.80      | 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       |      760000 | NC      | $-7634.33     | -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       |     1300000 | NC      | $2223.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3550000 | NC      | $-1740.19     | -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       |      980000 | NC      | $-5947.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9230000 | NC      | $-886.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $-1182.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8632280 | NC      | $18699.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $-2215.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1091021 | NC      | $-23454.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      872069 | NC      | $524.74       | 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       |      890032 | NC      | $16558.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      489104 | NC      | $18459.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                        | SET50 FUTURES     Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | TH        |        6538 | NC      | $677878.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-8277.14     | -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       |      993687 | NC      | $19561.68     | 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       |   210580000 | NC      | $-164527.38   | -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       |     1160000 | NC      | $-2712.38     | -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       |     1210000 | NC      | $-4511.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3820000 | NC      | $-541.69      | -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       |      900000 | NC      | $-23792.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18780000 | NC      | $660.63       | 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       |     1162583 | NC      | $4565.42      | 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       |      970000 | NC      | $-8744.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1001579 | NC      | $-20775.82    | -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       |      800000 | NC      | $-20710.60    | -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       |     9039662 | NC      | $22495.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $2157.45      | 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       |      940000 | NC      | $-3714.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                    | ISHARES CORE S&P MIDCAP E | CUSIP: 464287507<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1867781 | NS      | $451797546.09 | 8.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $3083.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1199974 | NC      | $-7920.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      705125 | NC      | $-11018.22    | -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       |     2526334 | NC      | $-34715.96    | -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       |  8953000000 | NC      | $-244079.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   133970037 | NC      | $881618.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME NICKEL FUTURE Mar23   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          27 | NC      | $162089.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      880000 | NC      | $4867.47      | 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       |      838123 | NC      | $15139.21     | 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       |      603812 | NC      | $23693.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $1780.37      | 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       |     9142698 | NC      | $23329.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-5193.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4430000 | NC      | $1136.18      | 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       |     2815267 | NC      | $868.94       | 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       |      840000 | NC      | $-21729.45    | -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       |     1000000 | NC      | $-10158.34    | -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       |      521168 | NC      | $20551.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | COPPER FUTURE     Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -26 | NC      | $1325.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      479318 | NC      | $22813.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1011736 | NC      | $-21501.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      520343 | NC      | $24553.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   314910000 | NC      | $-47601.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528977 | NC      | $27040.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      608398 | NC      | $1330.06      | 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       |      940000 | NC      | $-3814.76     | -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       |     1020000 | NC      | $214.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    73160000 | NC      | $1151.46      | 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       |      827806 | NC      | $-1126.53     | -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       |    18626810 | NC      | $186104.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   199920000 | NC      | $-46915.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      410000 | NC      | $-1774.67     | -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       |     1380000 | NC      | $-9975.03     | -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       |     9100000 | NC      | $997.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOLSA DE VALORES, MERCADORIAS E FUTUROS          | BOVESPA INDEX FUT Feb23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | BR        |         675 | NC      | $-49650.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      515378 | NC      | $25547.01     | 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       |      960000 | NC      | $-15078.86    | -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       |      598253 | NC      | $1201.59      | 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       |   694000000 | NC      | $-8079.57     | -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       |      860000 | NC      | $4384.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   631000000 | NC      | $-10816.95    | -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       |      920000 | NC      | $-8292.08     | -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       |     8505260 | NC      | $20165.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71548 | NC      | $3116.96      | 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       |      840000 | NC      | $5030.86      | 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       |     1146681 | NC      | $-18757.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      218396 | NC      | $590.06       | 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       |     9330000 | NC      | $3289.51      | 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       |     9554627 | NC      | $20906.26     | 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       |    39628059 | NC      | $256550.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      730000 | NC      | $1737.30      | 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       |     1170000 | NC      | $-2271.29     | -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       |      860000 | NC      | $-288.38      | -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       |     1140000 | NC      | $-3908.21     | -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       |   824000000 | NC      | $-18139.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-7088.49     | -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       |      920000 | NC      | $-14112.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Index Fds                               | VANGUARD REAL ESTATE ETF  | CUSIP: 922908553<br>LEI: 549300OM0CLBHZ9MZW59 | Long             | EC               | RF                | US        |     1942097 | NS      | $160184160.56 | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26690000 | NC      | $-265885.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $437.28       | 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       |      850000 | NC      | $3741.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      603696 | NC      | $1318.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1123050 | NC      | $-6442.68     | -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       |     1360000 | NC      | $-6621.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | Euro-OAT Future   Mar23   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -4156 | NC      | $15519096.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64370000 | NC      | $2072.25      | 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       |      830000 | NC      | $-3719.12     | -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       |      529490 | NC      | $24938.53     | 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       |     8639745 | NC      | $7167.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9340000 | NC      | $321.00       | 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       |  1231497821 | NC      | $3468515.34   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      711766 | NC      | $-10113.76    | -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       |    20500000 | NC      | $-2931.92     | -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       |      528741 | NC      | $25687.37     | 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       |      750000 | NC      | $1453.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    40640000 | NC      | $-156109.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13590000 | NC      | $-3378.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1304000000 | NC      | $-22078.16    | -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       |     1177755 | NC      | $2301.48      | 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       |     3566226 | NC      | $8597.27      | 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       |     1836123 | NC      | $-849.39      | -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       |     3029544 | NC      | $-5139.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   115000000 | NC      | $-3944.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      593848 | NC      | $28230.38     | 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       |    25874022 | NC      | $228414.38    | 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       |      811522 | NC      | $-11789.92    | -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       |      529006 | NC      | $23039.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BOBL FUTURE  Mar23   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -5976 | NC      | $15354281.68  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32257365 | NC      | $-80940.84    | -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       |     1141572 | NC      | $4160.65      | 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       |    78028838 | NC      | $1032111.84   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4590000 | NC      | $-13190.11    | -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       |     5550000 | NC      | $4922.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-2707.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-1675.63     | -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       |     6420000 | NC      | $-8307.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      679002 | NC      | $-5642.15     | -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       |      870000 | NC      | $2049.03      | 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       |     8530000 | NC      | $160932.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      523980 | NC      | $25682.88     | 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       |     1350000 | NC      | $-8219.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      519903 | NC      | $24562.35     | 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       |      105025 | NC      | $5383.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisdomtree Trust                                 | WISDOMTREE INDIA EARNINGS | CUSIP: 97717W422<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |      397537 | NS      | $12955730.83  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64120000 | NC      | $-530.57      | -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       |     8820000 | NC      | $-1589.91     | -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       |   652000000 | NC      | $-16652.40    | -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       |      383018 | NC      | $2461.84      | 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       |     1440000 | NC      | $-2906.29     | -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       |      880000 | NC      | $-1165.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770000 | NC      | $-3240.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      575895 | NC      | $476.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      290000 | NC      | $-17.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1890000 | NC      | $-1357.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920168 | NC      | $-16697.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $1617.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $557.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55140000 | NC      | $296.62       | 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       |      850000 | NC      | $-22769.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3212120 | NC      | $-43370.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $3024.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      495572 | NC      | $15169.11     | 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       |      920000 | NC      | $-939.81      | -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       |   108000000 | NC      | $-8590.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      605553 | NC      | $1395.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      486252 | NC      | $24489.48     | 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       |      930000 | NC      | $-10686.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-9154.69     | -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       |     8878551 | NC      | $14931.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      872155 | NC      | $1163.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      598788 | NC      | $304.58       | 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       |      810000 | NC      | $-1076.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1390000 | NC      | $-3653.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      573967 | NC      | $712.33       | 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       |      850000 | NC      | $3904.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1340989 | NC      | $-7472.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      801708 | NC      | $-89.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-22692.14    | -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       |      928138 | NC      | $-7691.34     | -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       |   140000000 | NC      | $-10346.80    | -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       |      890000 | NC      | $208.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   452000000 | NC      | $-8811.70     | -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       |   121000000 | NC      | $-8660.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI TURKEY ETF   | CUSIP: 464286715<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      169633 | NS      | $6276421.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-2928.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      790000 | NC      | $-655.63      | -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       |     3059413 | NC      | $-1235.04     | -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       |   631000000 | NC      | $-16719.44    | -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       |     3005189 | NC      | $416.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   400000000 | NC      | $-7401.76     | -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       |      810000 | NC      | $6519.37      | 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       |     1370000 | NC      | $-8601.21     | -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       |      596125 | NC      | $671.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE (FUTURES MARKET)                  | KOSPI2 INX FUT    Mar23   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | KR        |       -2076 | NC      | $827027.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1158225 | NC      | $-17097.77    | -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       |    20260279 | NC      | $254145.34    | 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       |      880000 | NC      | $-22915.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1450000 | NC      | $-7261.97     | -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       |     1340000 | NC      | $8364.17      | 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       |    51120000 | NC      | $162.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      579832 | NC      | $648.13       | 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       |      529552 | NC      | $27259.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2190000 | NC      | $-788.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4240000 | NC      | $2330.50      | 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       |     1290138 | NC      | $5503.63      | 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       |     4360000 | NC      | $-10568.96    | -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       |   747000000 | NC      | $-7999.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $-4716.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | COFFEE 'C' FUTURE Mar23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -224 | NC      | $163181.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-2617.81     | -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       |      690000 | NC      | $-17640.03    | -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       |    73160000 | NC      | $1166.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Sep24   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1196 | NC      | $1391303.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $-13642.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      594217 | NC      | $29037.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Jun24   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |          61 | NC      | $-10041.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1309939 | NC      | $-17919.17    | -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       |      850000 | NC      | $-13371.71    | -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       |     1160000 | NC      | $2747.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750000 | NC      | $-991.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      496971 | NC      | $24891.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19360718 | NC      | $48283.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      250000 | NC      | $-512.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      502852 | NC      | $17421.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-1572.95     | -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       |      870000 | NC      | $-15556.94    | -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       |      527803 | NC      | $20271.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      978990 | NC      | $-9503.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME COPPER FUTURE Mar23   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |          -7 | NC      | $7526.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4910000 | NC      | $3481.28      | 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       |      830000 | NC      | $-82.15       | -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       |      870000 | NC      | $-25600.34    | -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       |     8186164 | NC      | $18620.03     | 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       |     3014778 | NC      | $-1771.14     | -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       |     1114073 | NC      | $-20100.21    | -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       |    28804769 | NC      | $12318.17     | 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       |     2590000 | NC      | $-1270.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      606218 | NC      | $1455.71      | 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       |    51597306 | NC      | $-128879.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Dec24   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -49 | NC      | $-2221.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1257374 | NC      | $-16279.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5010000 | NC      | $1529.06      | 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       |      870000 | NC      | $-11289.53    | -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       |     2841178 | NC      | $-5042.18     | -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       |     1059428 | NC      | $-16380.67    | -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       |      830000 | NC      | $-8581.95     | -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       |      860000 | NC      | $-13680.89    | -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       |    16686976 | NC      | $119907.15    | 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       |      870000 | NC      | $-4297.53     | -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       |      740000 | NC      | $3765.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4880000 | NC      | $2918.08      | 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       |      792096 | NC      | $1977.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      943431 | NC      | $-15439.51    | -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       |      880000 | NC      | $4496.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   703000000 | NC      | $-4688.33     | -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       |     8505976 | NC      | $20097.21     | 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       |      509632 | NC      | $23350.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11320000 | NC      | $-3696.61     | -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       |     2841263 | NC      | $-5061.48     | -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       |    72620000 | NC      | $-1222608.99  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1228160000 | NC      | $-938672.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI TAIWAN ETF   | CUSIP: 46434G772<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      398169 | NS      | $15990467.04  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      759658 | NC      | $1434.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-256.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-4164.49     | -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       |     1160028 | NC      | $-17015.00    | -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       |      870000 | NC      | $-8268.32     | -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       |      690000 | NC      | $-5106.91     | -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       |    62600000 | NC      | $-1106.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   120000000 | NC      | $-2809.16     | -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       |      820000 | NC      | $-8287.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   466000000 | NC      | $-8991.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5770000 | NC      | $1178.53      | 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       |     1149190 | NC      | $-6176.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32180000 | NC      | $-409.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1055341 | NC      | $10339.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11810000 | NC      | $-4360.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      567989 | NC      | $405.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      527672 | NC      | $23578.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9180000 | NC      | $-359.10      | -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       |     5057166 | NC      | $70069.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2090000 | NC      | $-1382.05     | -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       |      970000 | NC      | $6744.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1220000 | NC      | $3663.58      | 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       |    10992996 | NC      | $57767.61     | 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       |    13637715 | NC      | $32597.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   127000000 | NC      | $-9588.45     | -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       |    15747173 | NC      | $158408.23    | 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       |      930000 | NC      | $-3327.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1208586 | NC      | $-16532.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      488632 | NC      | $22906.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1307930 | NC      | $-14023.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528372 | NC      | $26056.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26675 | NC      | $1126.18      | 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       |     2470000 | NC      | $-10642.13    | -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       |     1203550 | NC      | $-24699.71    | -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       |      850000 | NC      | $-8072.69     | -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       |      940000 | NC      | $-5222.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3663508 | NC      | $81024.94     | 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       |      860000 | NC      | $-3622.61     | -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       |     7730531 | NC      | $14287.28     | 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       |     5600000 | NC      | $4673.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Feb23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         631 | NC      | $6751306.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   268730000 | NC      | $56248.45     | 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       |     1020501 | NC      | $-9519.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   346730000 | NC      | $297599.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6829802 | NC      | $238660.61    | 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       |      930000 | NC      | $-8585.39     | -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       |      840000 | NC      | $1901.50      | 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       |      860000 | NC      | $-2943.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1119042 | NC      | $-11865.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31300000 | NC      | $-9915.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4560000 | NC      | $-5548.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3580000 | NC      | $-9730.21     | -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       |      840000 | NC      | $2682.27      | 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       |      771429 | NC      | $-7533.47     | -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       |      820000 | NC      | $165.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   297000000 | NC      | $-4165.97     | -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       |      980000 | NC      | $-8619.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   640000000 | NC      | $-14885.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12740000 | NC      | $-5497.89     | -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       |    22620000 | NC      | $-326424.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51071860 | NC      | $585489.68    | 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       |     1220000 | NC      | $-1526.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1690000 | NC      | $-1629.62     | -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       |    31434831 | NC      | $207957.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      916430 | NC      | $-9186.30     | -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       |      920000 | NC      | $2319.20      | 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       |     9132920 | NC      | $21105.68     | 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       |     9273832 | NC      | $21469.30     | 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       |      820000 | NC      | $2148.62      | 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       |      820000 | NC      | $-22827.38    | -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       |     1258235 | NC      | $-19027.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2970000 | NC      | $1459.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1008124 | NC      | $-8458.76     | -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       |      980777 | NC      | $-15062.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $2542.50      | 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       |     9714468 | NC      | $22074.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-1183.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57620000 | NC      | $-937.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE                            | CBOE VIX FUTURE   Jan23   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | Short            | DE               | CORP              | US        |        -723 | NC      | $106023.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   128000000 | NC      | $-4567.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    76384939 | NC      | $595304.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      855933 | NC      | $-7160.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5320000 | NC      | $-7350.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-5303.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    65060000 | NC      | $2018.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      787432 | NC      | $-10333.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110975 | NC      | $-13229.81    | -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       |     1090000 | NC      | $-4535.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1038624 | NC      | $-5008.23     | -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       |     6090000 | NC      | $-7217.81     | -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       |      930000 | NC      | $-1814.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      497102 | NC      | $25553.98     | 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       |    13881318 | NC      | $315553.49    | 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       |     8321782 | NC      | $18207.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   118420000 | NC      | $12114.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -3126 | NC      | $427531.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $1707.56      | 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       |      760000 | NC      | $-6198.41     | -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       |      526789 | NC      | $22873.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    50390000 | NC      | $-549.23      | -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       |    13270000 | NC      | $-1984.76     | -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       |      270000 | NC      | $-570.06      | -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       |     5300000 | NC      | $-1661.21     | -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       |   100270000 | NC      | $-74833.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6532942 | NC      | $11054.83     | 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       |     7683987 | NC      | $2480.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      526988 | NC      | $23468.65     | 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       |     9980000 | NC      | $-2829.96     | -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       |      768723 | NC      | $295.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN MEAL FUTR Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |        1095 | NC      | $1469330.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1029346 | NC      | $-14591.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | CHF CURRENCY FUT  Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |          79 | NC      | $80031.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8520785 | NC      | $18676.68     | 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       |    11420000 | NC      | $-3956.36     | -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       |     1170000 | NC      | $-4985.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12191058 | NC      | $98076.76     | 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       |    12030000 | NC      | $-4267.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9610000 | NC      | $-4243.38     | -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       |      750000 | NC      | $3631.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      471063 | NC      | $15054.98     | 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       |     1250000 | NC      | $-4835.57     | -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       |     1000000 | NC      | $1440.73      | 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       |      884586 | NC      | $-5635.27     | -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       |      840000 | NC      | $-22301.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Mar24   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -952 | NC      | $1192870.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      880000 | NC      | $360.81       | 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       |      810000 | NC      | $-16138.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25900000 | NC      | $-154055.71   | -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       |     1065254 | NC      | $-14662.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                    | ISHARES CHINA LARGE-CAP E | CUSIP: 464287184<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      549635 | NS      | $15554670.50  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4150000 | NC      | $-1751.44     | -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       |    25566636 | NC      | $264850.06    | 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       |     1540000 | NC      | $-5622.96     | -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       |      830000 | NC      | $-22609.02    | -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       |     9200071 | NC      | $14246.78     | 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       |     1020000 | NC      | $-12514.70    | -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       |     1180000 | NC      | $-296.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9030000 | NC      | $-9107.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   721000000 | NC      | $-7664.22     | -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       |      840000 | NC      | $-1133.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   Apr23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         131 | NC      | $-88175.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $652.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  3856000000 | NC      | $-1041906.85  | -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       |      870000 | NC      | $-2502.75     | -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       |     2482861 | NC      | $12529.54     | 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       |      830000 | NC      | $-12353.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13500000 | NC      | $-1981.00     | -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       |      750000 | NC      | $1470.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528642 | NC      | $24198.17     | 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       |   646000000 | NC      | $-6973.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN FUTURE    Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |        1674 | NC      | $1175637.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8723050 | NC      | $20711.21     | 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       |    50930000 | NC      | $2116.35      | 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       |      864577 | NC      | $-8260.48     | -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       |      760000 | NC      | $-10731.36    | -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       |      959951 | NC      | $-5554.09     | -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       |     2120000 | NC      | $-46.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   658000000 | NC      | $-11162.93    | -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       |     2839595 | NC      | $-4681.10     | -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       |     1091356 | NC      | $-10585.70    | -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       |      477531 | NC      | $22089.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      880000 | NC      | $-4077.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4720000 | NC      | $-3799.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-7922.59     | -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       |     9385694 | NC      | $16724.19     | 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       |     9362333 | NC      | $2260.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   523000000 | NC      | $-9754.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   638000000 | NC      | $-15823.05    | -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       |      605475 | NC      | $28363.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $753.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      493242 | NC      | $945.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8184974 | NC      | $10744.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-1742.97     | -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       |     2230000 | NC      | $1071.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10850000 | NC      | $-4480.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Feb23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         655 | NC      | $4081102.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12110000 | NC      | $-862.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      605364 | NC      | $859.58       | 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       |      860000 | NC      | $1673.32      | 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       |     9872775 | NC      | $20565.97     | 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       |    91851033 | NC      | $-403247.98   | -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       |     1410000 | NC      | $-9148.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5370000 | NC      | $587.81       | 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       |      985340 | NC      | $-8308.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI THAILAND ETF | CUSIP: 464286624<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       77190 | NS      | $5803916.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   672000000 | NC      | $-16108.60    | -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       |     2977906 | NC      | $9565.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   132000000 | NC      | $-14058.36    | -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       |     9812732 | NC      | $23367.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6140000 | NC      | $2301.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180307 | NC      | $-12773.11    | -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       |     1320000 | NC      | $-5360.33     | -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       |     9761950 | NC      | $21167.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-3499.48     | -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       |      870000 | NC      | $-14206.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      740000 | NC      | $-4793.91     | -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       |     1040000 | NC      | $-958.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       60000 | NC      | $-169.88      | -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       |      990000 | NC      | $-3324.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528505 | NC      | $1336.17      | 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       |     4820000 | NC      | $-5990.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1246759 | NC      | $-16982.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      529289 | NC      | $25933.86     | 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       |      850000 | NC      | $-9021.38     | -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       |     1880000 | NC      | $-986.56      | -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       |     3003819 | NC      | $32613.43     | 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       |     9772575 | NC      | $27219.30     | 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       |      910000 | NC      | $-14308.25    | -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       |      623654 | NC      | $22119.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-256.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MONEP                             | CAC40 10 EURO FUT Jan23   | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DE               | CORP              | FR        |       -1071 | NC      | $861950.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7970000 | NC      | $-3096.95     | -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       |       12273 | NC      | $436.43       | 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       |      980000 | NC      | $-9237.16     | -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       |     5130000 | NC      | $4727.06      | 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       |     1070000 | NC      | $-2130.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-897.48      | -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       |    25160000 | NC      | $-63787.59    | -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       |   409000000 | NC      | $-9222.73     | -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       |      780000 | NC      | $-12308.89    | -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       |      860000 | NC      | $-24165.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1410000 | NC      | $2501.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  May23   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         223 | NC      | $1187720.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      230000 | NC      | $-416.59      | -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       |     4900000 | NC      | $-9715.49     | -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       |      890000 | NC      | $4960.78      | 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       |      810000 | NC      | $6639.91      | 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       |      770000 | NC      | $-4957.36     | -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       |      870000 | NC      | $-4391.37     | -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       |      950000 | NC      | $-1540.46     | -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       |      760000 | NC      | $-7979.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                 | COTTON NO.2 FUTR  Mar23   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -217 | NC      | $-63950.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4530000 | NC      | $-10953.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE                            | CBOE VIX FUTURE   Feb23   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | Short            | DE               | CORP              | US        |       -1282 | NC      | $107790.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SPAIN ETF    | CUSIP: 464286764<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      413112 | NS      | $9989048.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    93752438 | NC      | $1193301.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $-5200.06     | -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       |     1030000 | NC      | $-6023.71     | -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       |     2843450 | NC      | $-5560.54     | -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       |     9364598 | NC      | $12762.29     | 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       |      880000 | NC      | $-10954.66    | -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       |     9690024 | NC      | $24419.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38701 | NC      | $1809.06      | 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       |     1770000 | NC      | $-6333.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8640000 | NC      | $-1818.31     | -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       |     9501347 | NC      | $21081.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $-5488.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $-6298.61     | -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       |   122938217 | NC      | $1237839.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13020000 | NC      | $-7823.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75730000 | NC      | $11933.33     | 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       |     2794167 | NC      | $-5036.21     | -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       |   613000000 | NC      | $-6549.68     | -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       |    37770000 | NC      | $-1266.79     | -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       |    79259422 | NC      | $-1014202.43  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      502767 | NC      | $22883.63     | 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       |     1195623 | NC      | $-16772.59    | -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       |      845581 | NC      | $15299.70     | 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       |     2130000 | NC      | $-1964.71     | -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       |   212010658 | NC      | $-1890463.84  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      493208 | NC      | $17533.48     | 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       |      950000 | NC      | $-22811.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57910000 | NC      | $26540.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-2667.57     | -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       |     2580000 | NC      | $703.96       | 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       |      442659 | NC      | $164.17       | 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       |      890000 | NC      | $-9097.83     | -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       |    33162370 | NC      | $-55724.74    | -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       |     5177579 | NC      | $76664.09     | 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       |   777000000 | NC      | $-19449.78    | -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       |      750000 | NC      | $-7030.56     | -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       |     1610000 | NC      | $535.97       | 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       |    66900000 | NC      | $-729.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   511000000 | NC      | $-11665.50    | -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       |    42614948 | NC      | $47341.45     | 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       |      430000 | NC      | $-2888.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $3385.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   138880000 | NC      | $846696.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $-19759.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI GERMANY ETF  | CUSIP: 464286806<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      455080 | NS      | $11254128.40  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   436000000 | NC      | $-7395.30     | -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       |      860000 | NC      | $-2256.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4480000 | NC      | $-6408.33     | -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       |      583129 | NC      | $19752.38     | 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       |     9430000 | NC      | $-4501.08     | -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       |   154563031 | NC      | $-1265288.22  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-3589.70     | -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       |    71900723 | NC      | $1125612.48   | 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       |     8910250 | NC      | $24190.81     | 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       |     1160000 | NC      | $-3284.58     | -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       |    11450000 | NC      | $-1581.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      527168 | NC      | $22494.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-2724.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780087 | NC      | $-14305.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | BP CURRENCY FUT   Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |         718 | NC      | $-433331.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9968573 | NC      | $21499.70     | 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       |       84725 | NC      | $4237.60      | 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       |     9248732 | NC      | $19995.07     | 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       |     2046987 | NC      | $-30681.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | C$ CURRENCY FUT   Mar23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |         566 | NC      | $356645.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1366584 | NC      | $-16093.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      534076 | NC      | $20352.34     | 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       |      528552 | NC      | $25876.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8721486 | NC      | $20861.24     | 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       |      960000 | NC      | $-24966.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-1743.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1042000000 | NC      | $-103972.56   | -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       |   122000000 | NC      | $-10244.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BUND FUTURE  Mar23   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -4583 | NC      | $31821215.30  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9912626 | NC      | $13784.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14110000 | NC      | $-1063.85     | -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       |      730566 | NC      | $4678.06      | 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       |     5896237 | NC      | $13195.49     | 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       |     8948935 | NC      | $20479.91     | 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       |     2563294 | NC      | $10060.61     | 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       |      653602 | NC      | $24922.13     | 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       |      918237 | NC      | $-10993.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $966.19       | 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       |      800000 | NC      | $-726.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5790000 | NC      | $-8334.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI FRANCE ETF   | CUSIP: 464286707<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      315816 | NS      | $10459825.92  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11800000 | NC      | $-4306.42     | -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       |     9053590 | NC      | $18489.90     | 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       |     1175894 | NC      | $-12133.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   416000000 | NC      | $-3061.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-25287.19    | -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       |      850000 | NC      | $-4961.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8160000 | NC      | $-3172.11     | -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       |     8935383 | NC      | $21779.93     | 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       |      860000 | NC      | $-10483.44    | -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       |     4404954 | NC      | $411.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Mar24   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -186 | NC      | $35308.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   684000000 | NC      | $-17918.03    | -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       |     4360000 | NC      | $-454.50      | -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       |      880000 | NC      | $4021.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   115000000 | NC      | $-13627.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    47570000 | NC      | $1866.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $379.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      390000 | NC      | $-2620.20     | -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       |    28932447 | NC      | $-375705.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $-13970.08    | -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       |      960687 | NC      | $-21379.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-4258.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | CORN FUTURE       Mar23   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         604 | NC      | $-70037.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9973635 | NC      | $20982.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      528507 | NC      | $24333.05     | 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       |      835956 | NC      | $1106.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-2526.36     | -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       |      850000 | NC      | $-8832.29     | -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       |      820000 | NC      | $-7957.12     | -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       |     8710435 | NC      | $203455.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $-10134.24    | -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       |     7420000 | NC      | $105.54       | 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       |      565244 | NC      | $27435.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      880000 | NC      | $-3354.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8480000 | NC      | $-94621.51    | -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       |      880000 | NC      | $-3362.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    54160000 | NC      | $2045.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  May23   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -80 | NC      | $347050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2841788 | NC      | $-5181.39     | -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       |    10414395 | NC      | $18837.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   618000000 | NC      | $-13202.42    | -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       |     1091156 | NC      | $21131.33     | 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       |      840000 | NC      | $-1303.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      290000 | NC      | $-678.97      | -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       |     1030000 | NC      | $-3935.91     | -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       |      979110 | NC      | $6418.95      | 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       |   146945485 | NC      | $5684707.81   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-9118.68     | -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       |    10470000 | NC      | $-3547.98     | -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       |    62140000 | NC      | $1211.05      | 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       |      820000 | NC      | $-4211.44     | -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       |    12396405 | NC      | $9326.46      | 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       |      860000 | NC      | $-22659.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schwab Strategic Trust                           | SCHWAB US REIT ETF        | CUSIP: 808524847<br>LEI: 549300NAZEQOIX80E226 | Long             | EC               | RF                | US        |     1128632 | NS      | $21771311.28  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    52610000 | NC      | $2103.37      | 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       |     2190000 | NC      | $1207.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-3657.64     | -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       |    33180006 | NC      | $-337210.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1028356 | NC      | $-9829.16     | -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       |    66380407 | NC      | $223897.44    | 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       |     9276105 | NC      | $21251.19     | 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       |      750000 | NC      | $-8356.96     | -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       |     1060000 | NC      | $4102.39      | 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       |      850000 | NC      | $-22892.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1393944 | NC      | $-20819.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      535260 | NC      | $23317.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1222891 | NC      | $-15748.11    | -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       |     7780926 | NC      | $105216.16    | 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       |      960000 | NC      | $-6972.21     | -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       |   746000000 | NC      | $-12585.07    | -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       |    73160000 | NC      | $804.46       | 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       |      830000 | NC      | $-12430.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   726000000 | NC      | $-16737.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1250000 | NC      | $1112.20      | 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       |      860000 | NC      | $-23267.97    | -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       |     1140000 | NC      | $-3170.65     | -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       |    54530000 | NC      | $-379.62      | -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       |     1205337 | NC      | $4642.56      | 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       |    14420000 | NC      | $649.67       | 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       |     8725882 | NC      | $19806.70     | 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       |   643000000 | NC      | $-4277.42     | -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       |      960000 | NC      | $-4892.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $217.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   781000000 | NC      | $-8296.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   633000000 | NC      | $-6503.97     | -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       |      220000 | NC      | $-209.30      | -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       |   139946933 | NC      | $4912440.69   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $3689.57      | 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       |     1260000 | NC      | $-2546.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1187908 | NC      | $-20374.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    56340000 | NC      | $294.83       | 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       |      890000 | NC      | $4231.34      | 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       |      768209 | NC      | $-9972.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-4635.20     | -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       |      770000 | NC      | $481.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8950000 | NC      | $-525.86      | -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       |      830000 | NC      | $-23266.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      661419 | NC      | $760.91       | 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       |      974579 | NC      | $-6978.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-3754.73     | -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       |     7280000 | NC      | $-2155.31     | -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       |     9010766 | NC      | $25267.29     | 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       |     2650000 | NC      | $-63381.91    | -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       |     9020627 | NC      | $21856.91     | 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       |     2980236 | NC      | $-4609.73     | -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       |    10808474 | NC      | $24315.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-5089.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Dec24   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1025 | NC      | $1208439.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3190000 | NC      | $-1677.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-274.70      | -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       |     9813903 | NC      | $23254.79     | 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       |      890000 | NC      | $-25433.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      582855 | NC      | $19231.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23010000 | NC      | $-13738.88    | -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       |     6480000 | NC      | $8022.99      | 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       |      817366 | NC      | $6189.28      | 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       |    83673100 | NC      | $199790.19    | 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       |     3001926 | NC      | $1160.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      241082 | NC      | $9125.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      713911 | NC      | $-8486.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4960000 | NC      | $-9362.56     | -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       |     8124696 | NC      | $-4536.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    47770000 | NC      | $550.45       | 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       |   184140000 | NC      | $-366383.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1585494 | NC      | $31900.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   652000000 | NC      | $-15594.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ishares Trust                                    | ISHARES MSCI INDIA ETF    | CUSIP: 46429B598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |       54199 | NS      | $2262266.26   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2720000 | NC      | $697.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                       | LEAN HOGS FUTURE  Feb23   | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         133 | NC      | $-163410.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $-19851.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      498170 | NC      | $19720.05     | 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       |      981708 | NC      | $-15993.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   103000000 | NC      | $-2815.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5070000 | NC      | $-4503.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1147652 | NC      | $-17842.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      477100 | NC      | $22521.03     | 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       |     2780000 | NC      | $348.85       | 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       |     1528192 | NC      | $9029.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1190000 | NC      | $-2012.93     | -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       |      840000 | NC      | $-14285.04    | -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       |     1161849 | NC      | $-9404.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      647415 | NC      | $987.36       | 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       |      770000 | NC      | $-4726.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

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

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer