# EDGAR Filing Document

**Accession Number:** 0001355064
**File Stem:** 0000910472-26-003449
**Filing Date:** 2026-2
**Character Count:** 1669255
**Document Hash:** 4566ad7cd98b4021871801875534f21e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-003449.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000910472-26-003449

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21872
- **FILM NUMBER:** 26700208

**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:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $35104814583.47

**Total Liabilities:** $26704225823.41

**Net Assets:** $8400588760.06

**Amount of Assets Invested in Other Investment Companies:** $1429499319.52

**Cash Not Reported:** $79750803.02

**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 C000163769 | 0.84%                | 0.58%                | 0.35%                |
| Class ID C000163770 | 0.79%                | 0.52%                | 0.28%                |
| Class ID C000163771 | 0.88%                | 0.57%                | 0.37%                |
| Class ID C000220411 | 0.79%                | 0.50%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3534920.19              | $34068480.32                               |
| Month 2  | $14410746.65             | $9513479.49                                |
| Month 3  | $5522753.15              | $-23576596.73                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dimensional ETF Trust                            | DIM EMERG COR EQ        | CUSIP: 25434V302<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |     1569653 | NS      | $51123598.21   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional ETF Trust                            | DIM US CORE EQY2        | CUSIP: 25434V708<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |     2939529 | NS      | $116375953.11  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional ETF Trust                            | DI INTL COR EQTY        | CUSIP: 25434V799<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |     1454948 | NS      | $50137508.08   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional ETF Trust                            | DIMEN-US HI PR E        | CUSIP: 25434V831<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |      986101 | NS      | $37501421.03   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Funds Inc.                        | FIRST AM-TR OB-X        | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   374656192 | PA      | $374656192.33  | 4.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI AUS        | CUSIP: 464286103<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      816234 | NS      | $21377168.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI BRA        | CUSIP: 464286400<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      659985 | NS      | $20967723.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI CAN        | CUSIP: 464286509<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      394205 | NS      | $21259475.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI THA        | CUSIP: 464286624<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       70522 | NS      | $4208047.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI FRA        | CUSIP: 464286707<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      178952 | NS      | $8051050.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI TUR        | CUSIP: 464286715<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      107637 | NS      | $3704865.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SWI        | CUSIP: 464286749<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      500955 | NS      | $30037261.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SPA        | CUSIP: 464286764<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      204438 | NS      | $11021252.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SOU        | CUSIP: 464286780<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      106287 | NS      | $7312545.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI MEX        | CUSIP: 464286822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      297086 | NS      | $20596972.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI HON        | CUSIP: 464286871<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      638585 | NS      | $13569931.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES RUSSELL         | CUSIP: 464287499<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      685140 | NS      | $65958427.80   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES-C S&P MC        | CUSIP: 464287507<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     7792453 | NS      | $514301898.00  | 6.12%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES RUSSELL         | CUSIP: 464287622<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1462605 | NS      | $546195211.20  | 6.50%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES RUSSELL         | CUSIP: 464287655<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1431749 | NS      | $352439333.84  | 4.20%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES CORE S&P        | CUSIP: 464287804<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     2221679 | NS      | $267001382.22  | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI IND        | CUSIP: 46429B598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     2393426 | NS      | $129364675.30  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI USA        | CUSIP: 46429B697<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     3752960 | NS      | $353378713.60  | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI USA        | CUSIP: 46432F339<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      212601 | NS      | $42226810.62   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI TAI        | CUSIP: 46434G772<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |     1023668 | NS      | $65033628.04   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SIN        | CUSIP: 46434G780<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      475622 | NS      | $13084361.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI MAL        | CUSIP: 46434G814<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      206182 | NS      | $5641139.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI JPN        | CUSIP: 46434G822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      759224 | NS      | $61299745.76   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI INT        | CUSIP: 46434V456<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1431920 | NS      | $65080764.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI UNI        | CUSIP: 46435G334<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1281507 | NS      | $56360677.86   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Spdr S and P 500 Etf Trust          | SPDR S&P 500 ETF        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      466818 | NS      | $318332530.56  | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                     | T 1 1/2 08/15/26        | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1279590000 | PA      | $1263478221.66 | 15.04%            | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                     | T 1 5/8 02/15/26        | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1594733000 | PA      | $1590758590.47 | 18.94%            | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                     | US TREASURY NOTE        | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   853663000 | PA      | $847735044.62  | 10.09%            | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Vanguard International Equity Index Funds        | VANGUARD FTSE EM        | CUSIP: 922042858<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |     6211582 | NS      | $333934648.32  | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard International Equity Index Funds        | VANGUARD FTSE EU        | CUSIP: 922042874<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |       96955 | NS      | $8106407.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD S&P 500        | CUSIP: 922908363<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      227957 | NS      | $142958673.41  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD REAL ES        | CUSIP: 922908553<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |     1174363 | NS      | $103919381.87  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD MID-C E        | CUSIP: 922908629<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      379615 | NS      | $110171865.30  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD LAR-C E        | CUSIP: 922908637<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      378439 | NS      | $119132597.20  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD SM-C ET        | CUSIP: 922908751<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      323914 | NS      | $83553616.30   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree Trust                                 | WISDOMTREE INDIA        | CUSIP: 97717W422<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |      440569 | NS      | $20393939.01   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | AUDUSD Crncy Fut  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -315 | NC      | $56390.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JSE EQUITY DERIVATIVES MARKET                    | FTSE/JSE TOP 40   Mar26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | ZA        |          87 | NC      | $4328.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                        | SET50 FUTURES     Mar26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | TH        |        1620 | NC      | $-66300.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN OIL FUTR  Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         866 | NC      | $-303984.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | BP CURRENCY FUT   Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |         569 | NC      | $48693.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLSA DE VALORES, MERCADORIAS E FUTUROS          | BOVESPA INDEX FUT Feb26 | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Short            | DE               | CORP              | BR        |       -2110 | NC      | $-462199.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | CORN FUTURE       Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -2944 | NC      | $1180875.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | COCOA FUTURE      Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -55 | NC      | $-21270.00     | -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       |    36609193 | NC      | $1213494.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39110553 | NC      | $1181152.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4379619 | NC      | $104651.77     | 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       |    38540962 | NC      | $195929.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36862810 | NC      | $152441.54     | 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       |   126662769 | NC      | $718544.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36289928 | NC      | $358307.96     | 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       |    54210013 | NC      | $495419.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    47301573 | NC      | $403859.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   116623020 | NC      | $234937.48     | 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       |    51087679 | NC      | $-252599.17    | -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       |    82653986 | NC      | $-382300.11    | -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       |     1212338 | NC      | $-4624.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      790600 | NC      | $-3250.96      | -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       |     1072768 | NC      | $-5176.09      | -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       |      650075 | NC      | $-2847.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1092263 | NC      | $-4653.74      | -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       |     1018263 | NC      | $-4050.88      | -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       |     1132401 | NC      | $-4757.44      | -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       |     1105648 | NC      | $-4694.34      | -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       |      918503 | NC      | $-4377.22      | -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       |      670440 | NC      | $-3195.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1776560 | NC      | $-8360.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1421227 | NC      | $-6667.52      | -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       |     1200553 | NC      | $-6184.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100014 | NC      | $-5731.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      925580 | NC      | $-4781.78      | -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       |      898738 | NC      | $-4629.77      | -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       |      932190 | NC      | $-4719.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      811583 | NC      | $-4216.92      | -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       |      784660 | NC      | $-3983.91      | -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       |      784754 | NC      | $-4077.51      | -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       |      710942 | NC      | $-3662.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      677498 | NC      | $-3580.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      731128 | NC      | $-3831.41      | -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       |      684226 | NC      | $-3636.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1207836 | NC      | $-6795.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      744832 | NC      | $-4190.31      | -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       |      630796 | NC      | $-3586.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1207890 | NC      | $-6849.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1288301 | NC      | $-7190.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980215 | NC      | $-6037.18      | -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       |     1168306 | NC      | $-7299.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1195021 | NC      | $-7324.80      | -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       |     1127801 | NC      | $-6829.29      | -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       |      657835 | NC      | $-3934.75      | -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       |      711536 | NC      | $-4255.96      | -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       |     1074256 | NC      | $-6664.09      | -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       |     1087814 | NC      | $-6876.99      | -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       |     1114408 | NC      | $-6781.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020665 | NC      | $-6452.48      | -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       |      987134 | NC      | $-6284.33      | -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       |      994116 | NC      | $-6593.48      | -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       |      906350 | NC      | $-5568.82      | -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       |     1148316 | NC      | $-7327.44      | -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       |     1100571 | NC      | $-6289.49      | -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       |     1134260 | NC      | $-6616.44      | -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       |     1019616 | NC      | $-5403.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      945828 | NC      | $-5012.63      | -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       |      677528 | NC      | $-3610.80      | -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       |      805140 | NC      | $-4446.07      | -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       |     1240370 | NC      | $-5966.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      657041 | NC      | $-3140.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2393150 | NC      | $-11085.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      738056 | NC      | $-4086.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      590339 | NC      | $-3163.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      623798 | NC      | $-3259.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      590190 | NC      | $-3014.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      871858 | NC      | $-4439.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710730 | NC      | $-3450.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      818571 | NC      | $-4532.37      | -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       |      617375 | NC      | $-3509.85      | -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       |      798300 | NC      | $-4278.11      | -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       |      778186 | NC      | $-4181.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      697226 | NC      | $-3291.66      | -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       |      770534 | NC      | $-3202.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      616428 | NC      | $-2562.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      743866 | NC      | $-3224.61      | -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       |      589829 | NC      | $-2653.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1171695 | NC      | $-4016.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      602766 | NC      | $-2245.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      843809 | NC      | $-3080.77      | -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       |      629405 | NC      | $-2194.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1728007 | NC      | $-6514.64      | -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       |      884360 | NC      | $-3597.07      | -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       |      690337 | NC      | $-3074.61      | -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       |     1380118 | NC      | $-5593.01      | -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       |      616538 | NC      | $-2672.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      696821 | NC      | $-2886.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1393662 | NC      | $-5792.91      | -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       |      630044 | NC      | $-2834.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1293370 | NC      | $-5587.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      810712 | NC      | $-3345.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      837662 | NC      | $-3606.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      864584 | NC      | $-3837.82      | -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       |      777374 | NC      | $-3369.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      824284 | NC      | $-3573.22      | -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       |      844477 | NC      | $-3748.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      696935 | NC      | $-3000.46      | -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       |      804216 | NC      | $-3522.07      | -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       |      770822 | NC      | $-3490.31      | -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       |    28786616 | NC      | $7472.71       | 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       |      689987 | NC      | $-2724.41      | -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       |      642931 | NC      | $-2376.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1224782 | NC      | $-3724.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      749594 | NC      | $-2279.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      736461 | NC      | $-2491.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      602577 | NC      | $-2056.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930827 | NC      | $-3356.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1091611 | NC      | $-4001.74      | -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       |      689801 | NC      | $-2539.01      | -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       |     1151953 | NC      | $-4291.49      | -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       |      817119 | NC      | $-3080.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      622784 | NC      | $-2246.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      649619 | NC      | $-2391.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      689740 | NC      | $-2477.21      | -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       |      602523 | NC      | $-2002.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      655934 | NC      | $-2033.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      709331 | NC      | $-2051.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      682380 | NC      | $-1790.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      621965 | NC      | $-1427.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      608189 | NC      | $-996.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      601371 | NC      | $-850.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      626237 | NC      | $972.85        | 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       |      746738 | NC      | $576.74        | 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       |     1940621 | NC      | $1061.99       | 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       |     1060689 | NC      | $230.46        | 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       |     1247739 | NC      | $9.25          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1087569 | NC      | $40.66         | 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       |     1387131 | NC      | $738.29        | 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       |      946558 | NC      | $930.02        | 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       |      780086 | NC      | $590.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      873102 | NC      | $988.98        | 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       |      906590 | NC      | $863.53        | 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       |      960322 | NC      | $511.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1113673 | NC      | $626.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1027134 | NC      | $423.42        | 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       |     1053497 | NC      | $750.41        | 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       |     1027149 | NC      | $408.02        | 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       |     1200762 | NC      | $278.90        | 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       |     1280813 | NC      | $297.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1320660 | NC      | $484.99        | 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       |     1254355 | NC      | $65.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1234209 | NC      | $194.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1394218 | NC      | $323.84        | 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       |     1627895 | NC      | $182.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1607542 | NC      | $518.02        | 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       |   324097486 | NC      | $-8083375.32   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290496 | NC      | $-32308.50     | -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       |     1201006 | NC      | $-30092.09     | -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       |     1007314 | NC      | $-25491.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1468336 | NC      | $-37420.82     | -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       |     1200052 | NC      | $-30956.23     | -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       |     1118215 | NC      | $-29119.66     | -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       |     1003080 | NC      | $-26712.31     | -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       |     1184079 | NC      | $-29528.02     | -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       |     1178432 | NC      | $-31154.22     | -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       |     1069223 | NC      | $-27400.61     | -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       |      965439 | NC      | $-25435.03     | -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       |     2017871 | NC      | $-56044.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1047532 | NC      | $-29345.47     | -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       |      981808 | NC      | $-27257.94     | -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       |     1119131 | NC      | $-31853.85     | -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       |     1313234 | NC      | $-36865.26     | -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       |     1257102 | NC      | $-35278.07     | -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       |     2528525 | NC      | $-70332.81     | -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       |     1067944 | NC      | $-29758.10     | -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       |     1234268 | NC      | $-34262.51     | -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       |     1110907 | NC      | $-30902.32     | -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       |     1077328 | NC      | $-30050.92     | -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       |      879070 | NC      | $-24520.71     | -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       |     1253025 | NC      | $-34837.88     | -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       |     1091175 | NC      | $-29351.92     | -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       |      773767 | NC      | $-21036.12     | -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       |      825690 | NC      | $-22049.91     | -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       |     1204405 | NC      | $-31672.91     | -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       |     1116655 | NC      | $-29377.47     | -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       |     1129680 | NC      | $-29674.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1008305 | NC      | $-26482.59     | -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       |      979617 | NC      | $-25066.88     | -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       |      919114 | NC      | $-22746.66     | -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       |     1083598 | NC      | $-27229.54     | -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       |     1146774 | NC      | $-28587.31     | -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       |     1362880 | NC      | $-33783.70     | -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       |     1392912 | NC      | $-34724.67     | -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       |     1317366 | NC      | $-31905.77     | -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       |     1255825 | NC      | $-30365.05     | -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       |     1123572 | NC      | $-27204.04     | -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       |     1482947 | NC      | $-35667.98     | -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       |     1891751 | NC      | $-46288.22     | -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       |     2342924 | NC      | $-57459.80     | -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       |     1063388 | NC      | $-28838.44     | -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       |      981673 | NC      | $-25305.50     | -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       |     1003855 | NC      | $-25668.85     | -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       |     1000319 | NC      | $-25769.04     | -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       |     1017013 | NC      | $-26099.61     | -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       |     3430091 | NC      | $-80985.38     | -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       |     1417738 | NC      | $-32277.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1299369 | NC      | $-30272.09     | -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       |     1258750 | NC      | $-27835.88     | -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       |     1011534 | NC      | $-20620.84     | -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       |     1160564 | NC      | $-22377.02     | -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       |     1143507 | NC      | $-21684.31     | -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       |     1151055 | NC      | $-21959.28     | -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       |     1254582 | NC      | $-25485.44     | -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       |     1155936 | NC      | $-23204.14     | -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       |     1328896 | NC      | $-27072.38     | -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       |      968063 | NC      | $-18968.12     | -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       |     1059544 | NC      | $-12266.87     | -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       |     1102602 | NC      | $-6233.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      957406 | NC      | $-4674.59      | -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       |      996113 | NC      | $3891.03       | 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       |     1029965 | NC      | $2766.70       | 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       |      995170 | NC      | $-4256.80      | -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       |     1161262 | NC      | $-3075.44      | -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       |     1063110 | NC      | $-3105.44      | -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       |     1145062 | NC      | $-3238.65      | -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       |     1003992 | NC      | $-2169.71      | -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       |     1108006 | NC      | $-728.45       | -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       |     1068080 | NC      | $-802.80       | -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       |     1013453 | NC      | $-721.01       | -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       |     1019724 | NC      | $-1538.10      | -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       |     1142538 | NC      | $-6169.51      | -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       |     1031352 | NC      | $-5892.96      | -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       |     1000226 | NC      | $-2039.73      | -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       |     1342845 | NC      | $2615.90       | 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       |      954867 | NC      | $1500.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1086914 | NC      | $5818.00       | 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       |      961096 | NC      | $4362.36       | 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       |      886188 | NC      | $4724.86       | 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       |     2562781 | NC      | $-22769.67     | -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       |     1275220 | NC      | $-11578.10     | -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       |     1161329 | NC      | $-10415.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1144797 | NC      | $-10246.17     | -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       |     1279963 | NC      | $-12684.70     | -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       |     1273624 | NC      | $-11799.80     | -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       |     1174713 | NC      | $-11071.38     | -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       |     1168717 | NC      | $-10530.38     | -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       |     1084438 | NC      | $-9887.34      | -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       |     1029465 | NC      | $-9461.00      | -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       |     1518982 | NC      | $-13520.63     | -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       |     1558761 | NC      | $-13299.38     | -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       |     1116436 | NC      | $-9158.04      | -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       |     1011975 | NC      | $-8334.28      | -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       |      949005 | NC      | $-7182.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      925256 | NC      | $-7069.98      | -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       |     1237122 | NC      | $-9843.69      | -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       |     1210338 | NC      | $-10333.24     | -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       |     1180945 | NC      | $-10030.76     | -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       |     1316900 | NC      | $-11439.34     | -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       |     1291246 | NC      | $-11239.97     | -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       |     1601331 | NC      | $-12233.03     | -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       |     2469412 | NC      | $-20310.29     | -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       |     2492906 | NC      | $-21985.67     | -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       |     2773228 | NC      | $-24125.13     | -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       |     2774587 | NC      | $-25483.89     | -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       |     1193523 | NC      | $-11700.03     | -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       |     2110018 | NC      | $-20918.40     | -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       |     1598063 | NC      | $-14419.21     | -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       |     1513106 | NC      | $-11280.92     | -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       |     1397556 | NC      | $-10277.40     | -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       |     1291181 | NC      | $-9357.57      | -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       |      799110 | NC      | $-6379.24      | -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       |     1074252 | NC      | $-8792.48      | -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       |      987319 | NC      | $-7314.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      953069 | NC      | $-7610.01      | -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       |      885464 | NC      | $-7277.89      | -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       |     1004874 | NC      | $-8506.01      | -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       |      877797 | NC      | $-8702.35      | -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       |      791803 | NC      | $-8163.66      | -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       |     1025996 | NC      | $-11445.67     | -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       |      939221 | NC      | $-11944.54     | -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       |     1189407 | NC      | $-14855.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2169629 | NC      | $-25982.76     | -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       |     1155608 | NC      | $-13784.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1107118 | NC      | $-14385.73     | -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       |     1092248 | NC      | $-14061.45     | -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       |     1090507 | NC      | $-14138.16     | -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       |     1091586 | NC      | $-13399.96     | -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       |     1150343 | NC      | $-13974.84     | -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       |     1144192 | NC      | $-13278.08     | -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       |     1152492 | NC      | $-14304.77     | -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       |     1259017 | NC      | $-15375.16     | -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       |     1276827 | NC      | $-15002.99     | -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       |     1387836 | NC      | $-16920.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1362100 | NC      | $-16639.46     | -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       |     1199200 | NC      | $-15558.47     | -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       |     1161444 | NC      | $-14166.28     | -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       |     1149523 | NC      | $-14972.27     | -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       |     1142028 | NC      | $-14749.86     | -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       |     1136344 | NC      | $-14520.87     | -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       |     1123651 | NC      | $-12737.34     | -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       |     1088255 | NC      | $-11886.75     | -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       |     1041643 | NC      | $-10729.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      863032 | NC      | $-8483.16      | -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       |     1024379 | NC      | $-8011.03      | -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       |     1100706 | NC      | $-7973.53      | -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       |      919969 | NC      | $-5419.80      | -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       |      999282 | NC      | $-8368.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      964234 | NC      | $-7865.89      | -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       |      956576 | NC      | $-7480.96      | -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       |     1083460 | NC      | $-7092.15      | -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       |     1055011 | NC      | $-7733.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860948 | NC      | $-6398.42      | -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       |     1080150 | NC      | $-7417.90      | -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       |     1198995 | NC      | $-8080.80      | -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       |     1188718 | NC      | $-8713.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1093740 | NC      | $-8280.22      | -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       |     1097685 | NC      | $-8589.71      | -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       |     1115099 | NC      | $-9639.75      | -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       |     1363300 | NC      | $-12384.49     | -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       |     1351145 | NC      | $-12957.76     | -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       |     1339372 | NC      | $-12093.34     | -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       |     1137333 | NC      | $-10055.29     | -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       |     1060607 | NC      | $-9693.59      | -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       |     1043647 | NC      | $-9096.64      | -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       |     1777691 | NC      | $-15865.45     | -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       |     1706833 | NC      | $-15916.10     | -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       |     1535021 | NC      | $-16832.53     | -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       |     1475030 | NC      | $-16841.68     | -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       |     1457916 | NC      | $-16091.73     | -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       |     1448663 | NC      | $-15929.54     | -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       |     1928176 | NC      | $-19077.08     | -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       |     2024790 | NC      | $-21144.76     | -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       |     2055946 | NC      | $-21391.62     | -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       |     2069556 | NC      | $-22274.51     | -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       |     2147074 | NC      | $-21609.78     | -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       |     2226010 | NC      | $-22363.78     | -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       |     2775451 | NC      | $-28166.37     | -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       |     2773803 | NC      | $-28336.24     | -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       |     2775298 | NC      | $-28013.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2774656 | NC      | $-27371.30     | -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       |     2773106 | NC      | $-27639.37     | -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       |     3559268 | NC      | $-35616.08     | -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       |     2770322 | NC      | $-30310.44     | -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       |     2561492 | NC      | $-26935.80     | -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       |     2407505 | NC      | $-25676.34     | -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       |     2261558 | NC      | $-23366.49     | -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       |     1921673 | NC      | $-18028.14     | -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       |     2020254 | NC      | $-18426.97     | -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       |     1888089 | NC      | $-18989.42     | -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       |     1784125 | NC      | $-20480.51     | -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       |     1773151 | NC      | $-20415.80     | -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       |     1766954 | NC      | $-21491.36     | -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       |     1760450 | NC      | $-20442.41     | -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       |     1750220 | NC      | $-22939.41     | -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       |     1538166 | NC      | $-19977.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1585776 | NC      | $-20314.14     | -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       |     1582048 | NC      | $-20223.24     | -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       |     1585285 | NC      | $-19823.62     | -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       |     1612434 | NC      | $-19699.90     | -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       |       69971 | NC      | $-879.94       | -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       |     1534576 | NC      | $-20023.76     | -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       |     1478516 | NC      | $-18510.01     | -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       |     1444528 | NC      | $-19066.77     | -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       |     1441382 | NC      | $-19557.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1441962 | NC      | $-18319.79     | -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       |      841417 | NC      | $-10504.59     | -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       |     1028490 | NC      | $-12122.38     | -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       |      873803 | NC      | $-10162.83     | -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       |     1351806 | NC      | $-15436.19     | -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       |     1318749 | NC      | $-15107.16     | -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       |     1226759 | NC      | $-14026.59     | -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       |     1207215 | NC      | $-12663.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1178177 | NC      | $-12717.06     | -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       |     1129634 | NC      | $-11447.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1103694 | NC      | $-10961.92     | -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       |     1069390 | NC      | $-9384.99      | -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       |     1048193 | NC      | $-10006.65     | -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       |      949797 | NC      | $-9792.60      | -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       |      813168 | NC      | $-7709.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      871510 | NC      | $-7869.91      | -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       |      898496 | NC      | $-7582.67      | -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       |     1174144 | NC      | $-10502.42     | -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       |     1130644 | NC      | $-10639.60     | -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       |     1017709 | NC      | $-10431.73     | -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       |      855965 | NC      | $-8688.22      | -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       |     1027517 | NC      | $-11148.77     | -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       |     1024066 | NC      | $-11334.77     | -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       |     1018828 | NC      | $-11550.58     | -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       |     1118585 | NC      | $-11307.09     | -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       |      820768 | NC      | $-8036.98      | -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       |      951277 | NC      | $-9455.03      | -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       |     1200432 | NC      | $-11335.59     | -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       |     1167427 | NC      | $-11057.90     | -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       |     1074053 | NC      | $-10411.70     | -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       |     1121418 | NC      | $-10503.84     | -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       |     1126951 | NC      | $-10582.31     | -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       |     1113685 | NC      | $-10044.05     | -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       |     1001808 | NC      | $-9076.22      | -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       |     1016212 | NC      | $-8934.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      847245 | NC      | $-7241.03      | -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       |      965861 | NC      | $-7675.28      | -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       |     1007971 | NC      | $-7966.65      | -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       |     1257150 | NC      | $-9871.62      | -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       |     1138090 | NC      | $-8994.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1183397 | NC      | $-8846.67      | -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       |     1100926 | NC      | $-8194.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1143090 | NC      | $-8539.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1326029 | NC      | $-9659.78      | -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       |     1114415 | NC      | $-7137.54      | -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       |     1690759 | NC      | $-10752.02     | -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       |     1600056 | NC      | $-10957.78     | -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       |     1895146 | NC      | $-13319.81     | -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       |     5469615 | NC      | $-27772.75     | -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       |     2731566 | NC      | $-17008.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2725838 | NC      | $-18553.58     | -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       |     2727697 | NC      | $-16775.87     | -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       |     2714726 | NC      | $-12896.45     | -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       |     2690193 | NC      | $-10181.65     | -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       |     2608157 | NC      | $-11781.76     | -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       |     2563738 | NC      | $-10999.85     | -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       |     2546669 | NC      | $-10294.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2517660 | NC      | $-12194.18     | -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       |     2317862 | NC      | $-10579.16     | -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       |     2421102 | NC      | $-12000.76     | -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       |     2365681 | NC      | $-11125.60     | -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       |     2298965 | NC      | $-9864.24      | -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       |     2251769 | NC      | $-11758.75     | -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       |     2133771 | NC      | $-11943.71     | -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       |     2081443 | NC      | $-14161.41     | -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       |     2083901 | NC      | $-12983.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      964065 | NC      | $-4061.00      | -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       |     2007765 | NC      | $-7756.18      | -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       |     1983708 | NC      | $-5517.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1940610 | NC      | $-6056.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1904411 | NC      | $-6220.84      | -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       |     1857434 | NC      | $-4698.62      | -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       |     1228767 | NC      | $-1489.26      | -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       |     1250021 | NC      | $-925.00       | -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       |     2222473 | NC      | $-2463.29      | -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       |     2154167 | NC      | $-5066.59      | -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       |     2073710 | NC      | $-4609.66      | -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       |     2001410 | NC      | $-3218.98      | -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       |     1927726 | NC      | $-2262.78      | -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       |     1858926 | NC      | $-2553.80      | -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       |     1776468 | NC      | $-3732.50      | -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       |     1711824 | NC      | $-2725.21      | -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       |     1730930 | NC      | $-3649.42      | -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       |     1678851 | NC      | $-2480.41      | -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       |     1616956 | NC      | $-2403.67      | -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       |     1575683 | NC      | $-1130.46      | -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       |     1547374 | NC      | $-94.51        | -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       |     1587844 | NC      | $1254.14       | 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       |     1606021 | NC      | $1258.28       | 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       |     1623603 | NC      | $3676.47       | 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       |     1643689 | NC      | $3590.46       | 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       |     1659610 | NC      | $2215.77       | 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       |     1678316 | NC      | $1691.78       | 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       |     1678340 | NC      | $1667.39       | 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       |     2136042 | NC      | $2149.29       | 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       |     2190513 | NC      | $2224.01       | 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       |     2172800 | NC      | $3572.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2117786 | NC      | $2223.33       | 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       |     2028718 | NC      | $2199.90       | 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       |     2040757 | NC      | $2888.27       | 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       |     1971298 | NC      | $1438.01       | 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       |     1942177 | NC      | $1468.32       | 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       |     1928430 | NC      | $2487.37       | 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       |     1922721 | NC      | $2742.19       | 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       |     1920999 | NC      | $2645.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1916837 | NC      | $1353.67       | 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       |     1363141 | NC      | $-1317.27      | -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       |     1389601 | NC      | $-2321.89      | -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       |     1375403 | NC      | $-2669.78      | -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       |     1374569 | NC      | $-1835.92      | -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       |     1363286 | NC      | $-1461.42      | -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       |      469169 | NC      | $-76.17        | -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       |      782091 | NC      | $-269.59       | -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       |      858984 | NC      | $-798.22       | -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       |      878538 | NC      | $-352.21       | -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       |      895408 | NC      | $-858.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      918588 | NC      | $-401.83       | -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       |      889349 | NC      | $-254.34       | -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       |      221831 | NC      | $1806.28       | 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       |      274438 | NC      | $1927.32       | 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       |      316002 | NC      | $2181.23       | 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       |      168043 | NC      | $1048.47       | 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       |      316132 | NC      | $2051.65       | 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       |      160830 | NC      | $988.79        | 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       |      317742 | NC      | $2259.68       | 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       |      364529 | NC      | $2745.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      189346 | NC      | $1563.46       | 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       |      209075 | NC      | $1835.08       | 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       |      225301 | NC      | $1972.58       | 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       |      239135 | NC      | $2684.58       | 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       |      275377 | NC      | $2806.06       | 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       |      262725 | NC      | $2730.64       | 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       |     2023778 | NC      | $21685.46      | 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       |     1895268 | NC      | $21104.44      | 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       |     1758224 | NC      | $19965.86      | 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       |     1647423 | NC      | $18039.09      | 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       |     1554211 | NC      | $16704.76      | 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       |     1497127 | NC      | $15606.69      | 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       |     1430466 | NC      | $14995.01      | 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       |     1380391 | NC      | $15978.50      | 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       |     1608079 | NC      | $17383.13      | 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       |     1384929 | NC      | $15076.68      | 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       |     1382907 | NC      | $15280.96      | 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       |     1358239 | NC      | $16312.29      | 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       |     1327888 | NC      | $15754.63      | 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       |      377716 | NC      | $4104.35       | 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       |      430130 | NC      | $4417.39       | 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       |      450440 | NC      | $4107.54       | 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       |      239624 | NC      | $2195.58       | 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       |      210845 | NC      | $1883.58       | 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       |     2194991 | NC      | $35927.80      | 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       |      226183 | NC      | $2908.49       | 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       |     1712353 | NC      | $20381.48      | 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       |     2685704 | NC      | $32489.39      | 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       |     2705859 | NC      | $32334.71      | 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       |     2695181 | NC      | $33922.22      | 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       |     2686492 | NC      | $33519.79      | 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       |     2259367 | NC      | $27915.26      | 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       |     2175976 | NC      | $25852.31      | 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       |     3653427 | NC      | $48407.51      | 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       |     2684448 | NC      | $39199.99      | 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       |     2555586 | NC      | $40789.23      | 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       |     2366154 | NC      | $35674.91      | 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       |     2144530 | NC      | $31843.32      | 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       |     3980875 | NC      | $60961.27      | 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       |     1571486 | NC      | $24884.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1438915 | NC      | $22909.22      | 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       |     1399753 | NC      | $22071.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1364810 | NC      | $20650.19      | 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       |     1334248 | NC      | $22121.23      | 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       |      742195 | NC      | $12353.97      | 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       |      800463 | NC      | $14086.32      | 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       |     1914431 | NC      | $34668.78      | 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       |      712576 | NC      | $12881.37      | 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       |      693085 | NC      | $12372.76      | 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       |     1173715 | NC      | $20835.48      | 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       |     1058707 | NC      | $19479.92      | 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       |      959206 | NC      | $17162.37      | 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       |      874986 | NC      | $15926.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      337480 | NC      | $6157.76       | 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       |      307310 | NC      | $5418.46       | 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       |     1855994 | NC      | $33105.36      | 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       |     1733102 | NC      | $30541.84      | 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       |     1622144 | NC      | $28771.98      | 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       |     1526088 | NC      | $26646.46      | 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       |     1433696 | NC      | $24491.83      | 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       |     1295946 | NC      | $22242.08      | 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       |     1115970 | NC      | $18580.79      | 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       |     1039029 | NC      | $17339.22      | 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       |     1033274 | NC      | $17640.14      | 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       |     1059666 | NC      | $18520.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050635 | NC      | $18460.33      | 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       |      968687 | NC      | $16771.41      | 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       |      949114 | NC      | $16344.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      916167 | NC      | $16564.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      882650 | NC      | $15535.84      | 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       |      924232 | NC      | $15771.69      | 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       |      874110 | NC      | $14984.86      | 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       |      556318 | NC      | $9139.24       | 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       |      588669 | NC      | $9515.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      671171 | NC      | $10650.32      | 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       |      671281 | NC      | $10540.03      | 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       |      195017 | NC      | $3165.40       | 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       |      159258 | NC      | $2560.51       | 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       |      244887 | NC      | $4205.39       | 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       |      173179 | NC      | $3185.38       | 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       |      185750 | NC      | $3341.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      201766 | NC      | $3689.08       | 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       |      197997 | NC      | $3822.02       | 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       |      178382 | NC      | $3436.99       | 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       |      165931 | NC      | $3160.37       | 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       |      183803 | NC      | $3470.69       | 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       |      228557 | NC      | $4171.23       | 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       |      232045 | NC      | $4320.10       | 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       |      232036 | NC      | $4328.38       | 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       |      176606 | NC      | $3394.58       | 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       |     1573443 | NC      | $6563.60       | 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       |     1472458 | NC      | $7548.41       | 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       |     1476083 | NC      | $5741.47       | 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       |      996600 | NC      | $3404.06       | 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       |      723316 | NC      | $2142.08       | 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       |      516639 | NC      | $1544.68       | 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       |      349959 | NC      | $951.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      277573 | NC      | $610.02        | 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       |      213950 | NC      | $595.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      161301 | NC      | $517.75        | 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       |      327766 | NC      | $1326.33       | 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       |      204655 | NC      | $800.51        | 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       |      161344 | NC      | $474.91        | 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       |     1485182 | NC      | $3915.79       | 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       |     1240224 | NC      | $3418.09       | 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       |     1002071 | NC      | $3388.12       | 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       |     2371257 | NC      | $6934.91       | 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       |     2097429 | NC      | $6216.84       | 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       |     1887982 | NC      | $4753.30       | 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       |     1719890 | NC      | $3753.78       | 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       |     1594729 | NC      | $3460.31       | 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       |     1522437 | NC      | $3023.88       | 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       |     1450662 | NC      | $2071.31       | 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       |     2504752 | NC      | $4349.68       | 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       |      485977 | NC      | $1297.92       | 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       |     1722856 | NC      | $4424.34       | 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       |     2132598 | NC      | $5592.89       | 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       |     1938163 | NC      | $5482.23       | 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       |     2542260 | NC      | $8660.40       | 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       |     2487391 | NC      | $7165.57       | 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       |      587166 | NC      | $1927.42       | 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       |      783337 | NC      | $2121.29       | 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       |    41686770 | NC      | $331544.25     | 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       |   121737446 | NC      | $803210.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49896053 | NC      | $98668.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    79800375 | NC      | $153265.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   103196721 | NC      | $314297.98     | 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       |   292812415 | NC      | $17976.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   347175487 | NC      | $1307479.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    92845670 | NC      | $253731.78     | 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       |   109953674 | NC      | $367184.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42738344 | NC      | $23657.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71137899 | NC      | $-195994.77    | -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       |    52274483 | NC      | $-14853.19     | -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       |    40075770 | NC      | $403690.71     | 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       |    44626600 | NC      | $468606.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18386653 | NC      | $101622.90     | 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       |    66421969 | NC      | $1018506.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    56897462 | NC      | $856269.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    61988672 | NC      | $608431.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   283024755 | NC      | $-262888.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   123756173 | NC      | $211383.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    65358403 | NC      | $46085.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    56113838 | NC      | $-67300.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4452224 | NC      | $-21413.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2994506 | NC      | $-15384.93     | -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       |     2283626 | NC      | $-11415.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1458798 | NC      | $-7108.19      | -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       |     1434229 | NC      | $-7785.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1434265 | NC      | $-7821.48      | -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       |     1307223 | NC      | $-7013.17      | -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       |     1256712 | NC      | $-6996.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1509961 | NC      | $-7776.81      | -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       |     1573225 | NC      | $-7923.91      | -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       |     1256026 | NC      | $-6310.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2041826 | NC      | $-9459.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1255979 | NC      | $-6262.61      | -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       |     1395532 | NC      | $-6958.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1141741 | NC      | $-5635.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1129040 | NC      | $-5558.40      | -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       |     2244455 | NC      | $-10114.75     | -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       |     1153520 | NC      | $-4790.68      | -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       |     2117033 | NC      | $-8925.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1444629 | NC      | $-5562.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1241842 | NC      | $-4749.91      | -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       |     1419392 | NC      | $-5572.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1355941 | NC      | $-5237.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1343098 | NC      | $-5018.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1317440 | NC      | $-4606.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2419835 | NC      | $-8766.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1962671 | NC      | $-6045.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1291744 | NC      | $-4158.08      | -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       |     1380061 | NC      | $-4111.37      | -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       |     1518949 | NC      | $-4141.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2481107 | NC      | $-6921.72      | -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       |     1962050 | NC      | $-5424.13      | -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       |     1417452 | NC      | $-3632.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1126568 | NC      | $-3085.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      341772 | NC      | $-940.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2630447 | NC      | $-4781.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1315590 | NC      | $-2756.80      | -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       |     1695280 | NC      | $-3745.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   162421386 | NC      | $274399.63     | 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       |    21962203 | NC      | $636942.50     | 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       |      775043 | NC      | $22822.11      | 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       |      456247 | NC      | $13804.86      | 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       |      638050 | NC      | $18688.91      | 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       |      651160 | NC      | $18913.72      | 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       |      702887 | NC      | $20525.55      | 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       |      747437 | NC      | $21535.81      | 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       |      644959 | NC      | $18446.94      | 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       |      766499 | NC      | $22476.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      689707 | NC      | $20370.61      | 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       |      599022 | NC      | $17712.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      605733 | NC      | $17668.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      586564 | NC      | $16835.40      | 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       |      606237 | NC      | $17164.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      612834 | NC      | $17235.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      639057 | NC      | $17681.61      | 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       |      664520 | NC      | $18888.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      703746 | NC      | $19666.94      | 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       |      703273 | NC      | $19028.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      619955 | NC      | $16781.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      717548 | NC      | $19199.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      633337 | NC      | $16734.34      | 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       |      678348 | NC      | $17283.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      685469 | NC      | $17941.77      | 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       |      698687 | NC      | $18058.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      606664 | NC      | $16738.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      594143 | NC      | $15923.94      | 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       |      760835 | NC      | $19250.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      695415 | NC      | $17996.78      | 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       |      891498 | NC      | $13045.75      | 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       |      651092 | NC      | $10092.10      | 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       |      650607 | NC      | $10576.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      591619 | NC      | $9558.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5490 | NC      | $65.83         | 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       |        3293 | NC      | $40.65         | 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       |        2196 | NC      | $25.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1097 | NC      | $14.10         | 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       |        2193 | NC      | $29.85         | 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       |        1097 | NC      | $14.61         | 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       |        2193 | NC      | $29.42         | 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       |        3289 | NC      | $45.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2193 | NC      | $29.13         | 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       |        3290 | NC      | $43.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2195 | NC      | $27.73         | 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       |        2193 | NC      | $29.78         | 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       |        2191 | NC      | $31.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2193 | NC      | $29.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3291 | NC      | $42.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6588 | NC      | $79.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7682 | NC      | $96.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3283 | NC      | $50.71         | 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       |        6570 | NC      | $97.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6574 | NC      | $93.35         | 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       |        5479 | NC      | $77.26         | 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       |       39438 | NC      | $566.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28478 | NC      | $414.20        | 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       |       27379 | NC      | $402.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39446 | NC      | $557.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35065 | NC      | $494.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21914 | NC      | $310.21        | 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       |       19729 | NC      | $272.70        | 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       |       21925 | NC      | $299.88        | 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       |       36179 | NC      | $491.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32898 | NC      | $439.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26303 | NC      | $366.20        | 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       |       13150 | NC      | $184.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5480 | NC      | $76.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4376 | NC      | $68.61         | 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       |        5470 | NC      | $86.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12031 | NC      | $193.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9846 | NC      | $155.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8752 | NC      | $138.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1093 | NC      | $18.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2186 | NC      | $36.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1093 | NC      | $18.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3278 | NC      | $55.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4367 | NC      | $78.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10928 | NC      | $183.85        | 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       |       12021 | NC      | $202.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10918 | NC      | $194.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9826 | NC      | $175.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12023 | NC      | $200.91        | 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       |       14203 | NC      | $242.73        | 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       |       18566 | NC      | $325.12        | 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       |       19657 | NC      | $345.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18562 | NC      | $328.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       78634 | NC      | $1374.40       | 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       |       27318 | NC      | $462.90        | 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       |       22951 | NC      | $384.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16396 | NC      | $272.37        | 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       |       30617 | NC      | $497.37        | 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       |       17502 | NC      | $277.84        | 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       |       18587 | NC      | $304.41        | 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       |       50265 | NC      | $851.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5462 | NC      | $94.26         | 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       |       76454 | NC      | $1332.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90613 | NC      | $1619.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52401 | NC      | $937.81        | 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       |      221747 | NC      | $3833.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      330761 | NC      | $5942.85       | 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       |      166956 | NC      | $3062.81       | 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       |       13087 | NC      | $247.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39237 | NC      | $767.76        | 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       |       57745 | NC      | $1150.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43580 | NC      | $869.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26152 | NC      | $517.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28336 | NC      | $556.35        | 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       |       51243 | NC      | $984.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34894 | NC      | $665.72        | 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       |      274800 | NC      | $5230.55       | 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       |      363315 | NC      | $6725.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      373265 | NC      | $6777.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      246752 | NC      | $4386.83       | 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       |      339464 | NC      | $6129.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      386404 | NC      | $6972.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      409474 | NC      | $7238.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      387406 | NC      | $7082.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      469473 | NC      | $8356.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      387893 | NC      | $6594.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      381487 | NC      | $6332.85       | 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       |      352040 | NC      | $5777.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      369740 | NC      | $6967.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      359822 | NC      | $6884.84       | 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       |      388375 | NC      | $7224.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      383509 | NC      | $7644.91       | 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       |      380531 | NC      | $7289.54       | 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       |      381588 | NC      | $7343.71       | 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       |      377071 | NC      | $7416.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      379122 | NC      | $7586.94       | 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       |      375661 | NC      | $7713.90       | 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       |      387521 | NC      | $8078.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      382091 | NC      | $7952.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      386529 | NC      | $7958.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      386672 | NC      | $7815.39       | 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       |      378016 | NC      | $7581.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      391345 | NC      | $7588.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      331303 | NC      | $6512.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      303984 | NC      | $6049.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      222576 | NC      | $4115.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      313185 | NC      | $5738.44       | 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       |      125544 | NC      | $2247.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      271887 | NC      | $4809.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      377173 | NC      | $6202.55       | 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       |      284206 | NC      | $4714.77       | 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       |      240337 | NC      | $4133.91       | 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       |      214308 | NC      | $3493.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      258079 | NC      | $4172.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      380448 | NC      | $6260.63       | 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       |      358878 | NC      | $5606.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      353732 | NC      | $5196.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      334038 | NC      | $4888.15       | 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       |      699523 | NC      | $10555.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      367591 | NC      | $5783.54       | 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       |      302045 | NC      | $4654.94       | 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       |      367816 | NC      | $5558.20       | 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       |      362152 | NC      | $5665.78       | 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       |      390800 | NC      | $5909.86       | 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       |      352005 | NC      | $4701.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      384928 | NC      | $5115.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      382474 | NC      | $5346.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      374840 | NC      | $5201.98       | 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       |      260245 | NC      | $3117.13       | 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       |      241586 | NC      | $2885.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      202278 | NC      | $2189.05       | 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       |      130748 | NC      | $1489.05       | 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       |      240667 | NC      | $2692.76       | 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       |      190189 | NC      | $2054.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2196 | NC      | $26.72         | 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       |        3294 | NC      | $39.78         | 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       |        2197 | NC      | $25.71         | 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       |        2195 | NC      | $26.98         | 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       |        4389 | NC      | $55.84         | 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       |        4387 | NC      | $58.39         | 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       |        5484 | NC      | $72.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8774 | NC      | $115.81        | 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       |       10972 | NC      | $139.84        | 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       |       14269 | NC      | $176.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16468 | NC      | $200.55        | 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       |       13174 | NC      | $161.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7684 | NC      | $94.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1099 | NC      | $12.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4397 | NC      | $48.21         | 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       |        3304 | NC      | $29.96         | 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       |       25222 | NC      | $336.85        | 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       |        3289 | NC      | $44.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3287 | NC      | $46.35         | 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       |        5481 | NC      | $75.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31792 | NC      | $433.44        | 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       |       40567 | NC      | $548.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      278710 | NC      | $3542.71       | 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       |      199723 | NC      | $2520.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       93279 | NC      | $1175.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59276 | NC      | $731.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15366 | NC      | $190.88        | 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       |       18660 | NC      | $230.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19749 | NC      | $253.44        | 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       |       30722 | NC      | $392.55        | 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       |       59232 | NC      | $774.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       72463 | NC      | $878.81        | 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       |       51663 | NC      | $565.12        | 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       |       52761 | NC      | $578.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30770 | NC      | $344.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20878 | NC      | $235.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24182 | NC      | $265.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24182 | NC      | $264.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20884 | NC      | $229.26        | 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       |       20882 | NC      | $231.10        | 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       |       17583 | NC      | $197.12        | 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       |       37436 | NC      | $346.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       80350 | NC      | $770.43        | 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       |      365434 | NC      | $3495.85       | 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       |      162931 | NC      | $1531.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49568 | NC      | $437.83        | 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       |       46317 | NC      | $354.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      194112 | NC      | $1465.43       | 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       |      139245 | NC      | $770.38        | 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       |      254132 | NC      | $1451.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59712 | NC      | $294.52        | 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       |       86277 | NC      | $399.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       69686 | NC      | $322.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       73063 | NC      | $278.38        | 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       |       65444 | NC      | $119.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       97554 | NC      | $234.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      249806 | NC      | $221.72        | 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       |      189974 | NC      | $46.78         | 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       |      221003 | NC      | $132.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      374137 | NC      | $348.70        | 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       |      388380 | NC      | $551.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   575929545 | NC      | $6487787.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   189170365 | NC      | $2087576.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51834440 | NC      | $495895.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   155965435 | NC      | $1282451.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1879829 | NC      | $14482.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3277852 | NC      | $25711.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6319130 | NC      | $46902.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      248714 | NC      | $990.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8805672 | NC      | $31575.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      125676 | NC      | $482.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      131408 | NC      | $483.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      121406 | NC      | $451.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      134284 | NC      | $475.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      122881 | NC      | $409.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      122921 | NC      | $369.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      131595 | NC      | $297.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      120218 | NC      | $204.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      123067 | NC      | $223.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      130244 | NC      | $214.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      157426 | NC      | $270.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      163155 | NC      | $276.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      176066 | NC      | $268.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      120243 | NC      | $179.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      121702 | NC      | $154.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      184717 | NC      | $218.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      123169 | NC      | $121.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      179049 | NC      | $152.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      148940 | NC      | $155.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      134536 | NC      | $223.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      120217 | NC      | $206.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      133072 | NC      | $253.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      121639 | NC      | $217.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      141676 | NC      | $251.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      120197 | NC      | $225.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      658157 | NC      | $1303.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5047766 | NC      | $10008.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8670458 | NC      | $17215.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4131829 | NC      | $8434.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4096091 | NC      | $8332.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4039595 | NC      | $8918.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30080257 | NC      | $65116.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5791163 | NC      | $12461.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6101801 | NC      | $12937.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5044109 | NC      | $9689.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4996816 | NC      | $9670.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4350743 | NC      | $9143.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3837003 | NC      | $8184.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3416477 | NC      | $5769.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      636811 | NC      | $1186.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      671165 | NC      | $1241.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1901987 | NC      | $3402.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1915171 | NC      | $3121.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1955306 | NC      | $3130.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1046375 | NC      | $1660.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1126648 | NC      | $1674.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1134988 | NC      | $1937.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1086652 | NC      | $1528.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1022324 | NC      | $1339.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2397879 | NC      | $3571.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2206004 | NC      | $3329.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1824271 | NC      | $2264.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1504832 | NC      | $1988.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1466395 | NC      | $1715.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      395226 | NC      | $475.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      131735 | NC      | $165.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      133163 | NC      | $171.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      123142 | NC      | $156.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      146051 | NC      | $186.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      140287 | NC      | $216.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      156054 | NC      | $219.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      136015 | NC      | $186.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      144607 | NC      | $197.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      152996 | NC      | $409.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      133067 | NC      | $267.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      143048 | NC      | $322.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      195942 | NC      | $475.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      144535 | NC      | $269.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      131655 | NC      | $245.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168905 | NC      | $272.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      153203 | NC      | $203.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      153204 | NC      | $202.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      177506 | NC      | $272.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      180379 | NC      | $267.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      125948 | NC      | $217.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      135996 | NC      | $205.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      144596 | NC      | $208.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      150369 | NC      | $169.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      126020 | NC      | $145.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      136106 | NC      | $95.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      200577 | NC      | $140.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      197790 | NC      | $60.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      194895 | NC      | $88.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      192047 | NC      | $69.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      126136 | NC      | $29.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      183409 | NC      | $104.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      250797 | NC      | $100.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      146170 | NC      | $67.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      140426 | NC      | $77.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      131830 | NC      | $70.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      253633 | NC      | $132.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      229262 | NC      | $130.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      214896 | NC      | $159.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      618913 | NC      | $446.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      232097 | NC      | $162.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      286453 | NC      | $287.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      160417 | NC      | $157.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      148972 | NC      | $133.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      164719 | NC      | $157.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      130327 | NC      | $139.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    63804475 | NC      | $65370.31      | 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       |    72533909 | NC      | $1219715.29    | 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       |    71054281 | NC      | $853444.45     | 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       |   118154743 | NC      | $1334827.85    | 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       |    60212289 | NC      | $655319.73     | 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       |     8750889 | NC      | $43580.66      | 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       |    10363664 | NC      | $65072.90      | 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       |    40795600 | NC      | $331480.66     | 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       |   216883233 | NC      | $-407588.07    | -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       |   153932637 | NC      | $-158740.98    | -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       |    48778612 | NC      | $-115093.54    | -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       |    13918718 | NC      | $25455.01      | 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       |   355383963 | NC      | $639229.24     | 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       |   122666811 | NC      | $-190882.03    | -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       |    75185624 | NC      | $-68152.03     | -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       |     1306714 | NC      | $-2672.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130342 | NC      | $-2522.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1177090 | NC      | $-2277.97      | -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       |     1965256 | NC      | $-3319.91      | -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       |     1329886 | NC      | $-2348.11      | -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       |     1894745 | NC      | $-3297.23      | -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       |     1966091 | NC      | $-4154.91      | -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       |     1907744 | NC      | $-4548.91      | -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       |     2626271 | NC      | $-6440.17      | -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       |     1165616 | NC      | $-2552.19      | -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       |     8144840 | NC      | $-15140.75     | -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       |     6027930 | NC      | $-12892.01     | -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       |     3486110 | NC      | $-8666.79      | -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       |     3226158 | NC      | $-7173.24      | -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       |     1989907 | NC      | $-4475.07      | -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       |     2484019 | NC      | $-5165.22      | -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       |     2531302 | NC      | $-5456.64      | -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       |     2225343 | NC      | $-4947.96      | -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       |     2390224 | NC      | $-5355.08      | -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       |     2296320 | NC      | $-5436.54      | -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       |     2083856 | NC      | $-4439.11      | -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       |     2225286 | NC      | $-4891.26      | -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       |     2201738 | NC      | $-4839.50      | -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       |     2107116 | NC      | $-4202.87      | -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       |     1872320 | NC      | $-4369.27      | -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       |     3249265 | NC      | $-6784.00      | -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       |     2095754 | NC      | $-4588.79      | -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       |     1801269 | NC      | $-3806.59      | -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       |     1377055 | NC      | $-2524.82      | -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       |     1365192 | NC      | $-2410.45      | -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       |     1082730 | NC      | $-1902.53      | -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       |     1635947 | NC      | $-2957.88      | -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       |     1612189 | NC      | $-2696.12      | -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       |     1953106 | NC      | $-2918.23      | -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       |     2093814 | NC      | $-2648.59      | -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       |     2247039 | NC      | $-3147.62      | -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       |     1847074 | NC      | $-2618.71      | -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       |     1729279 | NC      | $-2304.92      | -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       |     1529203 | NC      | $-1947.36      | -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       |     1623653 | NC      | $-2412.20      | -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       |     1317915 | NC      | $-2125.73      | -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       |     1211970 | NC      | $-1913.71      | -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       |     1858380 | NC      | $-2177.19      | -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       |     1952708 | NC      | $-2519.83      | -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       |     2022875 | NC      | $-2198.11      | -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       |     1764120 | NC      | $-1901.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1775428 | NC      | $-1461.63      | -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       |     1528514 | NC      | $-1258.36      | -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       |     1399404 | NC      | $-1377.98      | -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       |     1082260 | NC      | $-1433.33      | -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       |     1893070 | NC      | $-1622.83      | -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       |     1211568 | NC      | $-1512.01      | -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       |      388083 | NC      | $-395.33       | -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       |     1670531 | NC      | $-2297.52      | -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       |     1082122 | NC      | $-1295.33      | -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       |     1410888 | NC      | $-1113.56      | -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       |     1646190 | NC      | $-1453.16      | -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       |     1328824 | NC      | $-1285.91      | -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       |     1292445 | NC      | $-151.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4162084 | NC      | $-3249.61      | -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       |     1975394 | NC      | $-1710.19      | -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       |     1622314 | NC      | $-1073.60      | -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       |     4303465 | NC      | $-3652.57      | -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       |     1823064 | NC      | $-2104.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1693930 | NC      | $-2200.28      | -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       |     1352515 | NC      | $-1481.17      | -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       |     1858696 | NC      | $-2493.19      | -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       |     1541136 | NC      | $-2132.64      | -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       |     1658837 | NC      | $-2351.84      | -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       |     1740658 | NC      | $-1935.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1587573 | NC      | $-1576.76      | -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       |     1975344 | NC      | $-1659.79      | -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       |     2268773 | NC      | $-1385.68      | -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       |   145217781 | NC      | $-120782.46    | -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       |   222247271 | NC      | $250379.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    38583146 | NC      | $1115063.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    98712905 | NC      | $1914304.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    77789334 | NC      | $1445325.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66749805 | NC      | $1296565.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    96535791 | NC      | $2082918.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45070928 | NC      | $450583.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   104260085 | NC      | $1233356.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   180572456 | NC      | $2470662.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   157682039 | NC      | $1596073.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6415037 | NC      | $28339.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89985804 | NC      | $774142.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28644670 | NC      | $215725.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   237061151 | NC      | $1829057.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   123376906 | NC      | $71718.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24573176 | NC      | $-14417.62     | -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       |   157289476 | NC      | $-97250.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69174627 | NC      | $53573.23      | 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       |     1270673 | NC      | $-3536.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1391777 | NC      | $-3318.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1202844 | NC      | $-3108.11      | -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       |     1432685 | NC      | $-3786.60      | -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       |     3234000 | NC      | $1242.58       | 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       |     2775129 | NC      | $1787.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3096789 | NC      | $3651.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5656560 | NC      | $5114.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5173286 | NC      | $3101.72       | 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       |     4043130 | NC      | $923.22        | 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       |     3247306 | NC      | $1416.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3004657 | NC      | $1422.16       | 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       |     2628405 | NC      | $229.59        | 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       |     2480283 | NC      | $69.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2763728 | NC      | $-291.63       | -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       |     2830653 | NC      | $184.25        | 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       |     2722475 | NC      | $520.63        | 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       |     2533751 | NC      | $522.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2559737 | NC      | $1496.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2801469 | NC      | $2408.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2896630 | NC      | $1607.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3004434 | NC      | $1645.16       | 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       |     2842465 | NC      | $1852.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2869216 | NC      | $2061.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2855025 | NC      | $2772.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2855131 | NC      | $2666.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3218374 | NC      | $3388.40       | 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       |     3246005 | NC      | $2717.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   299357502 | NC      | $658323.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4900860 | NC      | $5924.97       | 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       |     3917180 | NC      | $5551.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3149687 | NC      | $4674.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2449502 | NC      | $3890.69       | 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       |     2326781 | NC      | $5289.89       | 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       |     1761649 | NC      | $4254.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1572702 | NC      | $4478.46       | 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       |     1841225 | NC      | $5559.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1989253 | NC      | $5813.06       | 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       |     2485068 | NC      | $8764.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2336837 | NC      | $8713.47       | 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       |     2242626 | NC      | $8563.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1960795 | NC      | $7311.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1839568 | NC      | $7216.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1907003 | NC      | $7181.99       | 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       |     1678962 | NC      | $6059.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3158094 | NC      | $9747.19       | 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       |     3050403 | NC      | $9596.97       | 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       |     2579827 | NC      | $8366.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2405957 | NC      | $6994.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2244630 | NC      | $6559.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2110331 | NC      | $6056.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3803011 | NC      | $11879.60      | 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       |     3291256 | NC      | $11386.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3076821 | NC      | $10139.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6945998 | NC      | $23253.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6489733 | NC      | $21192.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6005400 | NC      | $20239.00      | 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       |     5589168 | NC      | $18585.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5763744 | NC      | $19252.40      | 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       |     5750522 | NC      | $18993.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5225787 | NC      | $18001.91      | 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       |     4554567 | NC      | $15213.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5346812 | NC      | $18299.00      | 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       |     5201744 | NC      | $15084.25      | 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       |     4945920 | NC      | $14785.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4261875 | NC      | $11341.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4007266 | NC      | $9827.26       | 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       |     4438236 | NC      | $10222.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4277164 | NC      | $9532.81       | 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       |     4600003 | NC      | $10218.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4088709 | NC      | $9265.13       | 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       |     4493502 | NC      | $8876.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4130808 | NC      | $7606.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3954976 | NC      | $8195.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3685903 | NC      | $7665.81       | 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       |     3916598 | NC      | $6133.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4695062 | NC      | $9519.81       | 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       |     4533088 | NC      | $9731.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4157286 | NC      | $8088.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3661174 | NC      | $5433.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3646955 | NC      | $6172.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4037400 | NC      | $6653.22       | 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       |     3190968 | NC      | $3834.04       | 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       |     2908051 | NC      | $3667.12       | 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       |     3123486 | NC      | $3915.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3029602 | NC      | $3437.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3299317 | NC      | $3326.46       | 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       |     2936460 | NC      | $2218.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2841326 | NC      | $2991.43       | 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       |     2626006 | NC      | $2628.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2976605 | NC      | $2514.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2330985 | NC      | $1085.99       | 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       |     1804993 | NC      | $1350.37       | 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       |     2410271 | NC      | $2680.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2179694 | NC      | $4094.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2502779 | NC      | $4534.20       | 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       |     1964401 | NC      | $3705.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1990408 | NC      | $4658.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1816034 | NC      | $3790.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2017965 | NC      | $4061.61       | 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       |     2030316 | NC      | $5190.99       | 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       |     1936930 | NC      | $4215.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1909815 | NC      | $4370.39       | 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       |     1909829 | NC      | $4356.19       | 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       |     1210275 | NC      | $2940.97       | 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       |     2743106 | NC      | $6849.79       | 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       |     3024045 | NC      | $8994.91       | 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       |     1532092 | NC      | $4648.62       | 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       |     1182421 | NC      | $3834.81       | 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       |     1959729 | NC      | $8377.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2319999 | NC      | $12071.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1595433 | NC      | $8708.11       | 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       |     1261151 | NC      | $5985.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2700073 | NC      | $9442.46       | 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       |     1423156 | NC      | $5742.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2742964 | NC      | $6992.59       | 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       |     1761924 | NC      | $3979.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1654756 | NC      | $3305.92       | 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       |     1708874 | NC      | $3108.63       | 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       |     1762369 | NC      | $3534.04       | 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       |     1399715 | NC      | $2223.25       | 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       |     2730046 | NC      | $6430.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1183494 | NC      | $2761.21       | 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       |     2190769 | NC      | $6500.02       | 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       |     1640302 | NC      | $4279.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1908622 | NC      | $5563.19       | 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       |     2299454 | NC      | $5656.24       | 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       |     1519760 | NC      | $3500.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1694662 | NC      | $3840.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1923093 | NC      | $4572.77       | 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       |     2942339 | NC      | $61249.88      | 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       |     4088161 | NC      | $67274.90      | 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       |    12043592 | NC      | $93167.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16007683 | NC      | $137001.84     | 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       |      399507 | NC      | $5365.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2042685 | NC      | $28756.18      | 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       |     1807087 | NC      | $13270.47      | 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       |     1146904 | NC      | $4942.27       | 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       |      486608 | NC      | $-133.02       | -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       |      683475 | NC      | $727.84        | 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       |     5690221 | NC      | $-9450.98      | -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       |       69021 | NC      | $27.10         | 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       |       69154 | NC      | $-104.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3126496 | NC      | $-21608.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      223041 | NC      | $1211.77       | 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       |      745659 | NC      | $3849.88       | 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       |      653540 | NC      | $3224.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      600587 | NC      | $3085.52       | 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       |      606931 | NC      | $3294.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760778 | NC      | $2504.10       | 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       |      748420 | NC      | $2310.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      694080 | NC      | $2225.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      694766 | NC      | $1873.20       | 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       |      788308 | NC      | $2186.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      726737 | NC      | $1890.79       | 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       |      741483 | NC      | $1917.62       | 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       |      700529 | NC      | $1774.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      825197 | NC      | $1839.91       | 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       |      906733 | NC      | $2051.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1033081 | NC      | $1659.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      848778 | NC      | $2806.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      958384 | NC      | $3159.84       | 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       |     1031753 | NC      | $2875.74       | 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       |       18102 | NC      | $224.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39070 | NC      | $471.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36757 | NC      | $451.85        | 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       |       35328 | NC      | $437.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       37299 | NC      | $464.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30164 | NC      | $380.52        | 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       |       22270 | NC      | $277.61        | 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       |       63186 | NC      | $791.12        | 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       |       38603 | NC      | $494.05        | 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       |       23031 | NC      | $293.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23357 | NC      | $301.52        | 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       |       25987 | NC      | $337.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21920 | NC      | $294.53        | 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       |       21045 | NC      | $281.04        | 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       |       23565 | NC      | $315.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21697 | NC      | $294.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       76152 | NC      | $1042.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45343 | NC      | $640.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43652 | NC      | $665.09        | 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       |       43229 | NC      | $644.52        | 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       |       39849 | NC      | $581.03        | 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       |       26264 | NC      | $393.04        | 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       |       44206 | NC      | $666.47        | 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       |       82769 | NC      | $1200.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       82407 | NC      | $1230.11       | 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       |       78809 | NC      | $1161.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       91954 | NC      | $1345.46       | 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       |      137349 | NC      | $2045.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      767378 | NC      | $11342.40      | 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       |      635720 | NC      | $9382.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      641624 | NC      | $9031.84       | 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       |      192740 | NC      | $2745.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      541605 | NC      | $7864.55       | 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       |      683886 | NC      | $9865.26       | 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       |      660794 | NC      | $9631.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      390344 | NC      | $5624.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      822876 | NC      | $11824.53      | 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       |      790187 | NC      | $11414.47      | 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       |      136389 | NC      | $1116.84       | 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       |       52894 | NC      | $197.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9291 | NC      | $39.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11379 | NC      | $61.65         | 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       |       14232 | NC      | $95.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8378 | NC      | $63.77         | 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       |        8385 | NC      | $55.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8378 | NC      | $63.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13002 | NC      | $104.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13442 | NC      | $108.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13668 | NC      | $104.47        | 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       |       15763 | NC      | $120.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7714 | NC      | $60.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12681 | NC      | $91.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11914 | NC      | $81.88         | 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       |       15114 | NC      | $103.08        | 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       |       15225 | NC      | $102.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63975 | NC      | $446.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58471 | NC      | $396.77        | 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       |       60549 | NC      | $428.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15000 | NC      | $105.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20731 | NC      | $150.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22501 | NC      | $157.39        | 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       |       25369 | NC      | $177.78        | 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       |       23381 | NC      | $165.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20404 | NC      | $144.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23049 | NC      | $165.39        | 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       |       16322 | NC      | $116.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11137 | NC      | $80.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9926 | NC      | $70.68         | 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       |       31091 | NC      | $230.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49718 | NC      | $375.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16316 | NC      | $122.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7385 | NC      | $56.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9810 | NC      | $75.38         | 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       |       14441 | NC      | $109.29        | 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       |       73302 | NC      | $560.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      285632 | NC      | $2153.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8814 | NC      | $72.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10138 | NC      | $80.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11238 | NC      | $91.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9145 | NC      | $74.10         | 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       |       12683 | NC      | $90.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11935 | NC      | $60.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10379 | NC      | $62.10         | 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       |        9053 | NC      | $55.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8946 | NC      | $50.95         | 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       |       10279 | NC      | $50.21         | 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       |       12040 | NC      | $66.71         | 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       |       17131 | NC      | $84.62         | 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       |       10722 | NC      | $51.79         | 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       |       11493 | NC      | $58.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10060 | NC      | $47.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11391 | NC      | $48.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8517 | NC      | $35.38         | 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       |        8625 | NC      | $38.20         | 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       |        8625 | NC      | $39.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8294 | NC      | $36.74         | 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       |        8289 | NC      | $41.77         | 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       |       12491 | NC      | $59.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      120251 | NC      | $594.81        | 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       |      151759 | NC      | $742.07        | 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       |      209363 | NC      | $1116.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      181944 | NC      | $990.71        | 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       |      331219 | NC      | $1772.28       | 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       |      219767 | NC      | $1153.96       | 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       |      264564 | NC      | $1007.16       | 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       |       45816 | NC      | $168.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       48015 | NC      | $190.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       44489 | NC      | $161.95        | 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       |       39615 | NC      | $148.61        | 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       |       41262 | NC      | $167.20        | 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       |       39377 | NC      | $164.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59488 | NC      | $268.09        | 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       |       55327 | NC      | $208.78        | 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       |       53228 | NC      | $197.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51350 | NC      | $187.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       47370 | NC      | $168.55        | 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       |       52327 | NC      | $209.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49234 | NC      | $192.95        | 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       |       49874 | NC      | $219.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49432 | NC      | $216.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40928 | NC      | $168.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32626 | NC      | $140.14        | 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       |       36168 | NC      | $152.79        | 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       |       34950 | NC      | $148.96        | 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       |       38387 | NC      | $155.09        | 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       |       38159 | NC      | $160.53        | 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       |       36389 | NC      | $153.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36713 | NC      | $162.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45335 | NC      | $203.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       66056 | NC      | $364.46        | 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       |       37766 | NC      | $220.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54119 | NC      | $306.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50245 | NC      | $292.29        | 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       |       97597 | NC      | $590.51        | 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       |       45057 | NC      | $259.91        | 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       |       99168 | NC      | $573.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50339 | NC      | $309.61        | 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       |       48923 | NC      | $281.88        | 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       |       52220 | NC      | $317.11        | 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       |       53985 | NC      | $328.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      156857 | NC      | $975.20        | 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       |      409458 | NC      | $2616.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      442508 | NC      | $3109.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      732854 | NC      | $4548.10       | 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       |      159793 | NC      | $1037.82       | 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       |      184745 | NC      | $1188.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      104428 | NC      | $645.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       73756 | NC      | $439.71        | 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       |       72311 | NC      | $440.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       44366 | NC      | $284.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      358697 | NC      | $2284.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      342753 | NC      | $2123.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      585979 | NC      | $-633.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      592625 | NC      | $-725.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      608883 | NC      | $-434.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      400484 | NC      | $150.09        | 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       |      346390 | NC      | $152.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      802128 | NC      | $140.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      192791 | NC      | $-81.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      172607 | NC      | $-113.61       | -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       |      194114 | NC      | $-183.82       | -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       |      218399 | NC      | $-143.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      223618 | NC      | $-142.21       | -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       |      146158 | NC      | $-99.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      155438 | NC      | $-48.79        | -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       |      162634 | NC      | $-25.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      259763 | NC      | $-78.65        | -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       |      206137 | NC      | $10.85         | 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       |      182521 | NC      | $-30.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      116681 | NC      | $-55.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       88564 | NC      | $-40.29        | -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       |       98641 | NC      | $-10.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      102482 | NC      | $37.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      107711 | NC      | $28.40         | 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       |      129034 | NC      | $31.16         | 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       |      106708 | NC      | $31.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      147199 | NC      | $-29.85        | -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       |      112396 | NC      | $8.42          | 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       |      112617 | NC      | $9.69          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      139385 | NC      | $-212.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      154371 | NC      | $-204.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      109886 | NC      | $-148.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      247973 | NC      | $-284.40       | -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       |      168644 | NC      | $-148.47       | -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       |       85818 | NC      | $-70.79        | -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       |       59562 | NC      | $-27.29        | -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       |       47450 | NC      | $-22.79        | -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       |       48782 | NC      | $-21.81        | -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       |       43687 | NC      | $-36.03        | -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       |       85376 | NC      | $-73.26        | -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       |       79830 | NC      | $-80.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      113158 | NC      | $-87.05        | -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       |       27678 | NC      | $-21.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23234 | NC      | $-20.20        | -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       |       35591 | NC      | $-48.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      302181 | NC      | $-289.52       | -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       |      253190 | NC      | $-169.46       | -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       |      192953 | NC      | $-133.43       | -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       |      527252 | NC      | $-329.46       | -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       |      365288 | NC      | $-418.95       | -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       |      206307 | NC      | $507.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      117665 | NC      | $292.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       67742 | NC      | $122.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58528 | NC      | $117.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      171741 | NC      | $308.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      129187 | NC      | $210.84        | 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       |      109206 | NC      | $199.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       96862 | NC      | $214.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      105957 | NC      | $227.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      103924 | NC      | $260.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      440660 | NC      | $959.52        | 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       |      639090 | NC      | $1569.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      761561 | NC      | $1720.86       | 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       |      586040 | NC      | $1416.03       | 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       |      614213 | NC      | $1233.04       | 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       |      561714 | NC      | $1306.09       | 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       |      108575 | NC      | $275.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       65716 | NC      | $149.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      295324 | NC      | $681.10        | 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       |      241206 | NC      | $596.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      334167 | NC      | $935.11        | 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       |      313168 | NC      | $830.44        | 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       |      174680 | NC      | $479.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39546 | NC      | $106.44        | 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       |       20710 | NC      | $60.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       66096 | NC      | $213.16        | 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       |       53164 | NC      | $150.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54480 | NC      | $167.46        | 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       |       81912 | NC      | $280.26        | 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       |      121079 | NC      | $432.82        | 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       |      163920 | NC      | $576.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      189201 | NC      | $730.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      170070 | NC      | $647.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       72269 | NC      | $260.99        | 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       |       67753 | NC      | $222.71        | 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       |      190706 | NC      | $558.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24589 | NC      | $69.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23152 | NC      | $61.88         | 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       |       15401 | NC      | $37.88         | 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       |       10747 | NC      | $26.99         | 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       |       13071 | NC      | $35.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12856 | NC      | $27.79         | 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       |       20288 | NC      | $38.21         | 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       |       14200 | NC      | $17.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18638 | NC      | $21.52         | 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       |       10425 | NC      | $15.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43564 | NC      | $-24.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12997 | NC      | $-1.92         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       77407 | NC      | $10.10         | 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       |       50097 | NC      | $-4.04         | -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       |       33877 | NC      | $-0.09         | -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       |       18881 | NC      | $1.41          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14546 | NC      | $4.16          | 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       |       19100 | NC      | $4.40          | 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       |      138507 | NC      | $110.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71001 | NC      | $84.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       68798 | NC      | $66.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       64032 | NC      | $56.29         | 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       |       57024 | NC      | $66.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71777 | NC      | $85.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       37716 | NC      | $48.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53264 | NC      | $50.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51498 | NC      | $38.74         | 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       |       63493 | NC      | $40.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43729 | NC      | $32.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      152206 | NC      | $72.26         | 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       |      133865 | NC      | $86.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      130040 | NC      | $135.39        | 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       |       60922 | NC      | $55.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54830 | NC      | $39.43         | 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       |       54807 | NC      | $61.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       89143 | NC      | $47.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       69483 | NC      | $47.65         | 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       |       95019 | NC      | $57.77         | 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       |       97142 | NC      | $45.04         | 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       |       55952 | NC      | $28.43         | 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       |       52717 | NC      | $41.42         | 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       |       54825 | NC      | $43.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59596 | NC      | $49.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51837 | NC      | $33.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      126971 | NC      | $94.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38964 | NC      | $22.40         | 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       |       36521 | NC      | $21.40         | 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       |       32635 | NC      | $20.20         | 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       |       52929 | NC      | $52.17         | 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       |       70221 | NC      | $87.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      156307 | NC      | $192.26        | 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       |      129671 | NC      | $171.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      153024 | NC      | $364.99        | 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       |      215272 | NC      | $539.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      117471 | NC      | $264.53        | 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       |       28370 | NC      | $64.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29701 | NC      | $66.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34902 | NC      | $85.96         | 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       |       29026 | NC      | $75.03         | 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       |       50641 | NC      | $118.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       67151 | NC      | $158.38        | 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       |       27038 | NC      | $63.56         | 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       |       26705 | NC      | $62.86         | 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       |       23381 | NC      | $55.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24375 | NC      | $60.88         | 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       |      267170 | NC      | $622.40        | 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       |      146848 | NC      | $321.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      197596 | NC      | $444.09        | 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       |      180756 | NC      | $401.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       76251 | NC      | $166.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      131096 | NC      | $301.04        | 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       |      114141 | NC      | $262.86        | 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       |      294118 | NC      | $665.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       99268 | NC      | $252.20        | 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       |      245992 | NC      | $586.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      121530 | NC      | $315.52        | 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       |      496958 | NC      | $1196.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      118136 | NC      | $266.16        | 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       |      119036 | NC      | $254.84        | 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       |      312614 | NC      | $495.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      787066 | NC      | $1317.79       | 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       |      417281 | NC      | $680.11        | 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       |      191442 | NC      | $377.95        | 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       |      371766 | NC      | $766.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      273926 | NC      | $531.65        | 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       |      306345 | NC      | $656.16        | 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       |      211879 | NC      | $489.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      854597 | NC      | $1763.08       | 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       |      786656 | NC      | $1727.77       | 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       |      451211 | NC      | $404.65        | 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       |      427551 | NC      | $407.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       89758 | NC      | $99.04         | 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       |       78007 | NC      | $76.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       97654 | NC      | $88.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      206442 | NC      | $262.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      656337 | NC      | $760.65        | 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       |      227518 | NC      | $288.95        | 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       |       91507 | NC      | $126.38        | 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       |      390673 | NC      | $409.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35935 | NC      | $51.78         | 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       |      215304 | NC      | $285.39        | 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       |      378072 | NC      | $459.16        | 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       |      199371 | NC      | $224.42        | 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       |      176728 | NC      | $208.74        | 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       |      175230 | NC      | $151.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      278775 | NC      | $236.39        | 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       |      151820 | NC      | $125.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      139739 | NC      | $99.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      147833 | NC      | $113.86        | 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       |      138200 | NC      | $83.42         | 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       |      137860 | NC      | $90.86         | 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       |      318422 | NC      | $241.71        | 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       |      221676 | NC      | $133.56        | 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       |      222975 | NC      | $167.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      837500 | NC      | $644.10        | 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       |      309216 | NC      | $117.95        | 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       |      343825 | NC      | $52.09         | 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       |      878759 | NC      | $-629.14       | -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       |      750395 | NC      | $-552.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      624426 | NC      | $-316.67       | -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       |      590026 | NC      | $-237.62       | -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       |      927012 | NC      | $-455.71       | -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       |      894949 | NC      | $-491.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       83627 | NC      | $10.07         | 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       |       99724 | NC      | $17.55         | 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       |       44422 | NC      | $6.14          | 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       |       40426 | NC      | $3.74          | 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       |       38425 | NC      | $5.69          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32995 | NC      | $-6.69         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32880 | NC      | $-3.35         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34214 | NC      | $-3.86         | -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       |       26658 | NC      | $-0.79         | -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       |       22209 | NC      | $4.89          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101508 | NC      | $11.10         | 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       |       55874 | NC      | $-5.13         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20435 | NC      | $2.57          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39750 | NC      | $13.84         | 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       |       38411 | NC      | $19.77         | 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       |       18873 | NC      | $8.67          | 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       |       13766 | NC      | $7.08          | 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       |       28753 | NC      | $14.77         | 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       |       20423 | NC      | $13.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26089 | NC      | $13.11         | 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       |       23981 | NC      | $10.74         | 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       |       22874 | NC      | $6.44          | 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       |       40303 | NC      | $15.82         | 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       |       16881 | NC      | $1.92          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23989 | NC      | $2.75          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24985 | NC      | $5.61          | 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       |       24323 | NC      | $1.44          | 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       |       23440 | NC      | $-3.82         | -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       |       20881 | NC      | $0.07          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17993 | NC      | $0.67          | 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       |       45772 | NC      | $-11.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45997 | NC      | $-13.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       76985 | NC      | $-13.05        | -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       |       41655 | NC      | $-3.26         | -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       |      413547 | NC      | $82.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      325329 | NC      | $-0.93         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      251200 | NC      | $42.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      200539 | NC      | $55.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      646439 | NC      | $217.86        | 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       |      559678 | NC      | $343.40        | 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       |   183232494 | NC      | $-2316867.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51891687 | NC      | $-702059.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6072676 | NC      | $-68796.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      454324 | NC      | $-356.93       | -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       |      456025 | NC      | $-2057.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   225459252 | NC      | $-2484498.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   113390992 | NC      | $-1587117.16   | -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       |    99979683 | NC      | $-867714.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71429768 | NC      | $-546903.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   101886814 | NC      | $25685.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    86376852 | NC      | $-257305.56    | -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       |     9526474 | NC      | $-57096.04     | -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       |   150267133 | NC      | $-505594.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14556050 | NC      | $-44050.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      358398 | NC      | $-832.05       | -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       |      544014 | NC      | $-1280.34      | -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       |      512016 | NC      | $-1208.30      | -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       |      332768 | NC      | $-742.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      313594 | NC      | $-724.03       | -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       |      307216 | NC      | $-730.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      339170 | NC      | $-759.26       | -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       |      332766 | NC      | $-740.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      345589 | NC      | $-793.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      377569 | NC      | $-847.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      339033 | NC      | $-622.57       | -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       |      345350 | NC      | $-554.79       | -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       |      358075 | NC      | $-508.92       | -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       |      351721 | NC      | $-540.31       | -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       |      249373 | NC      | $-354.43       | -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       |      281375 | NC      | $-430.46       | -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       |      281402 | NC      | $-457.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      326177 | NC      | $-536.48       | -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       |      377310 | NC      | $-589.27       | -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       |      370941 | NC      | $-605.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60340692 | NC      | $-110034.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      223718 | NC      | $-239.40       | -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       |      153447 | NC      | $-204.38       | -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       |       83124 | NC      | $-118.15       | -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       |       51164 | NC      | $-83.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       57552 | NC      | $-86.57        | -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       |       44760 | NC      | $-64.19        | -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       |      172642 | NC      | $-244.27       | -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       |      172629 | NC      | $-231.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      115097 | NC      | $-165.05       | -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       |      108694 | NC      | $-147.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      102268 | NC      | $-106.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       76706 | NC      | $-85.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       57522 | NC      | $-56.41        | -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       |       89484 | NC      | $-92.33        | -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       |       25570 | NC      | $-29.33        | -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       |       12784 | NC      | $-13.44        | -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       |       12784 | NC      | $-13.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    80410662 | NC      | $105461.70     | 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       |    46330604 | NC      | $701857.78     | 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       |     1034831 | NC      | $15894.60      | 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       |      438903 | NC      | $6754.24       | 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       |     1034118 | NC      | $15915.18      | 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       |      636157 | NC      | $9803.74       | 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       |      642999 | NC      | $9893.13       | 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       |      717084 | NC      | $12047.89      | 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       |      635475 | NC      | $10486.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      622372 | NC      | $10420.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      656132 | NC      | $10621.81      | 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       |      798912 | NC      | $12697.34      | 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       |      743326 | NC      | $11450.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      736582 | NC      | $11263.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      789543 | NC      | $13056.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      644292 | NC      | $10679.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      694137 | NC      | $11429.51      | 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       |      725817 | NC      | $12324.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      657866 | NC      | $10966.79      | 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       |      712471 | NC      | $11808.83      | 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       |      766986 | NC      | $12741.40      | 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       |      767007 | NC      | $12720.38      | 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       |      732910 | NC      | $12163.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      610191 | NC      | $10125.05      | 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       |      673263 | NC      | $10125.00      | 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       |      756733 | NC      | $11211.66      | 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       |      816754 | NC      | $14261.95      | 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       |      697358 | NC      | $12367.51      | 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       |      683779 | NC      | $12084.05      | 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       |      696760 | NC      | $12271.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      730865 | NC      | $12821.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      805765 | NC      | $14161.60      | 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       |      649803 | NC      | $11406.00      | 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       |      848022 | NC      | $14876.71      | 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       |      828203 | NC      | $13902.95      | 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       |      774813 | NC      | $13231.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      835013 | NC      | $11251.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      804797 | NC      | $10970.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      724628 | NC      | $9355.61       | 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       |      792125 | NC      | $10474.66      | 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       |      635895 | NC      | $8679.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      649088 | NC      | $9348.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      722994 | NC      | $10295.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      689458 | NC      | $9871.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      608468 | NC      | $9075.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      668655 | NC      | $9881.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750427 | NC      | $11279.99      | 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       |      756529 | NC      | $11415.96      | 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       |      607867 | NC      | $8984.38       | 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       |      750452 | NC      | $11254.62      | 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       |      770473 | NC      | $11333.79      | 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       |      682486 | NC      | $9912.24       | 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       |      722836 | NC      | $11147.56      | 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       |      613920 | NC      | $9862.38       | 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       |      667746 | NC      | $10789.89      | 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       |      668203 | NC      | $11026.51      | 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       |      661177 | NC      | $11121.24      | 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       |      755109 | NC      | $12835.40      | 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       |      794745 | NC      | $14091.92      | 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       |      646681 | NC      | $11755.62      | 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       |      619479 | NC      | $11233.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      720563 | NC      | $13420.31      | 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       |      938954 | NC      | $17511.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      651021 | NC      | $12266.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      805595 | NC      | $15717.81      | 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       |      772155 | NC      | $15196.38      | 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       |      725629 | NC      | $13899.15      | 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       |      722706 | NC      | $14049.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      833039 | NC      | $18076.38      | 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       |      644029 | NC      | $14407.38      | 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       |      719442 | NC      | $15234.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      680272 | NC      | $12818.75      | 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       |      748231 | NC      | $14169.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      673501 | NC      | $12658.63      | 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       |      768734 | NC      | $14459.20      | 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       |      789250 | NC      | $14735.69      | 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       |      666204 | NC      | $12331.71      | 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       |         682 | NC      | $11.35         | 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       |       45506 | NC      | $931.03        | 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       |       31916 | NC      | $658.81        | 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       |      106621 | NC      | $2194.69       | 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       |       71955 | NC      | $1512.73       | 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       |       50905 | NC      | $1076.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       48174 | NC      | $1035.03       | 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       |       41365 | NC      | $913.11        | 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       |       33898 | NC      | $756.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       41347 | NC      | $931.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35254 | NC      | $786.27        | 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       |       48114 | NC      | $1095.75       | 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       |       46069 | NC      | $1061.25       | 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       |       43360 | NC      | $997.82        | 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       |       46772 | NC      | $1050.96       | 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       |       34576 | NC      | $771.83        | 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       |       39994 | NC      | $898.49        | 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       |       39985 | NC      | $907.84        | 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       |       23714 | NC      | $544.12        | 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       |       35910 | NC      | $823.47        | 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       |       42682 | NC      | $982.94        | 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       |       28461 | NC      | $648.69        | 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       |       23034 | NC      | $531.22        | 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       |       35231 | NC      | $809.67        | 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       |       31850 | NC      | $724.85        | 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       |       54890 | NC      | $1249.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54215 | NC      | $1232.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35238 | NC      | $802.67        | 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       |       48117 | NC      | $1092.17       | 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       |       33878 | NC      | $776.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71828 | NC      | $1639.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71829 | NC      | $1638.81       | 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       |       69116 | NC      | $1579.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62324 | NC      | $1440.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43366 | NC      | $991.42        | 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       |       73179 | NC      | $1675.22       | 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       |       62344 | NC      | $1419.87       | 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       |       64378 | NC      | $1465.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       64369 | NC      | $1474.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       64373 | 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       |       77917 | NC      | $1788.79       | 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       |       79954 | NC      | $1830.27       | 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       |       72501 | NC      | $1659.43       | 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       |       61668 | NC      | $1403.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       48109 | NC      | $1100.41       | 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       |       12874 | NC      | $295.05        | 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       |       51493 | NC      | $1181.84       | 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       |        5430 | NC      | $114.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2717 | NC      | $55.35         | 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       |        1357 | NC      | $29.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2034 | NC      | $45.39         | 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       |        2033 | NC      | $46.15         | 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       |        1355 | NC      | $31.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1355 | NC      | $31.18         | 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       |        2032 | NC      | $47.49         | 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       |        1355 | NC      | $31.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2709 | NC      | $63.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2710 | NC      | $61.88         | 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       |        2710 | NC      | $62.33         | 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       |       11517 | NC      | $265.64        | 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       |        8806 | NC      | $203.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54181 | NC      | $1266.62       | 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       |       47413 | NC      | $1103.08       | 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       |       38606 | NC      | $900.43        | 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       |       37245 | NC      | $874.92        | 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       |       34539 | NC      | $808.60        | 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       |       33860 | NC      | $794.49        | 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       |       34535 | NC      | $812.60        | 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       |       33855 | NC      | $799.31        | 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       |       34536 | NC      | $811.60        | 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       |       28441 | NC      | $669.03        | 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       |       40629 | NC      | $956.91        | 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       |       26409 | NC      | $621.75        | 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       |       23699 | NC      | $559.66        | 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       |       28445 | NC      | $664.61        | 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       |       27087 | NC      | $636.51        | 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       |       30473 | NC      | $715.99        | 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       |       30474 | NC      | $714.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27762 | NC      | $654.83        | 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       |       26408 | NC      | $622.32        | 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       |       27083 | NC      | $640.98        | 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       |       23703 | NC      | $555.18        | 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       |       28436 | NC      | $674.25        | 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       |       27756 | NC      | $661.08        | 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       |       17600 | NC      | $420.71        | 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       |       23692 | NC      | $566.35        | 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       |       24386 | NC      | $564.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25056 | NC      | $587.92        | 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       |       23700 | NC      | $558.05        | 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       |       24378 | NC      | $573.73        | 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       |       23027 | NC      | $537.90        | 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       |       27087 | NC      | $636.83        | 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       |       27090 | NC      | $633.94        | 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       |       20318 | NC      | $474.63        | 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       |       17609 | NC      | $411.60        | 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       |       21676 | NC      | $503.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19642 | NC      | $457.89        | 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       |       24382 | NC      | $569.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       44697 | NC      | $1047.15       | 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       |       60272 | NC      | $1412.88       | 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       |       46725 | NC      | $1098.14       | 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       |       47400 | NC      | $1116.75       | 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       |       37245 | NC      | $874.73        | 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       |       29115 | NC      | $687.47        | 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       |       30474 | NC      | $715.56        | 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       |      546480 | NC      | $12151.70      | 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       |      262327 | NC      | $5899.05       | 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       |      105748 | NC      | $2374.67       | 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       |       65056 | NC      | $1480.95       | 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       |       48803 | NC      | $1099.83       | 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       |       48786 | NC      | $1116.77       | 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       |       37279 | NC      | $841.21        | 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       |      115890 | NC      | $2629.00       | 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       |       67801 | NC      | $1507.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63728 | NC      | $1422.48       | 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       |       63744 | NC      | $1406.12       | 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       |       25764 | NC      | $573.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39995 | NC      | $897.22        | 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       |       37966 | NC      | $847.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28472 | NC      | $637.77        | 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       |       98962 | NC      | $2228.84       | 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       |       44057 | NC      | $993.79        | 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       |       40665 | NC      | $920.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       46764 | NC      | $1058.96       | 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       |       60313 | NC      | $1372.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      172785 | NC      | $3953.03       | 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       |       51500 | NC      | $1174.67       | 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       |       65055 | NC      | $1481.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      204667 | NC      | $4646.95       | 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       |      333362 | NC      | $7638.30       | 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       |      180899 | NC      | $4156.15       | 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       |      125344 | NC      | $2877.82       | 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       |      180873 | NC      | $4181.95       | 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       |      176046 | NC      | $4157.62       | 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       |       84629 | NC      | $2007.03       | 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       |      134023 | NC      | $3209.17       | 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       |      125878 | NC      | $3036.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58203 | NC      | $1403.13       | 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       |      114358 | NC      | $2774.20       | 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       |      111664 | NC      | $2695.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56842 | NC      | $1378.08       | 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       |       84558 | NC      | $2078.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54106 | NC      | $1341.34       | 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       |       88590 | NC      | $2204.85       | 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       |      125780 | NC      | $3134.47       | 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       |       57458 | NC      | $1454.61       | 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       |       79083 | NC      | $2008.32       | 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       |       80455 | NC      | $2022.66       | 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       |       51372 | NC      | $1302.52       | 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       |      108149 | NC      | $2745.25       | 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       |      108854 | NC      | $2734.00       | 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       |      101430 | NC      | $2533.92       | 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       |       82473 | NC      | $2084.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       84501 | NC      | $2135.30       | 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       |       77725 | NC      | $1980.95       | 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       |       82464 | NC      | $2092.82       | 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       |       95295 | NC      | $2431.09       | 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       |       77067 | NC      | $1945.38       | 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       |       84514 | NC      | $2122.15       | 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       |       87887 | NC      | $2215.11       | 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       |       84518 | NC      | $2118.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       82484 | NC      | $2073.56       | 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       |       95344 | NC      | $2382.13       | 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       |      105475 | NC      | $2646.79       | 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       |       98713 | NC      | $2478.62       | 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       |      108185 | NC      | $2709.49       | 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       |      105467 | NC      | $2654.73       | 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       |       39212 | NC      | $987.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53410 | NC      | $1344.09       | 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       |       48004 | NC      | $1205.94       | 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       |       43958 | NC      | $1092.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56130 | NC      | $1396.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       65607 | NC      | $1622.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       91994 | NC      | $2265.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      339042 | NC      | $8889.79       | 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       |       45926 | NC      | $1204.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29709 | NC      | $786.87        | 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       |       27675 | NC      | $742.07        | 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       |       29031 | NC      | $771.64        | 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       |       27007 | NC      | $716.71        | 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       |       27681 | NC      | $735.61        | 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       |       21602 | NC      | $577.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18898 | NC      | $508.20        | 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       |       21590 | NC      | $589.17        | 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       |       24286 | NC      | $664.96        | 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       |       27658 | NC      | $758.88        | 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       |       20916 | NC      | $569.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18216 | NC      | $497.32        | 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       |       13499 | NC      | $362.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18218 | NC      | $495.21        | 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       |       14845 | NC      | $403.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15517 | NC      | $424.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18216 | NC      | $497.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20917 | NC      | $568.49        | 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       |       14843 | NC      | $404.99        | 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       |       11469 | NC      | $313.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20918 | NC      | $567.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14169 | NC      | $385.52        | 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       |       16200 | NC      | $434.64        | 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       |       20253 | NC      | $539.91        | 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       |       15524 | NC      | $417.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18221 | NC      | $492.30        | 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       |       16871 | NC      | $456.15        | 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       |       16872 | NC      | $455.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22947 | NC      | $618.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16195 | NC      | $439.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18894 | NC      | $512.13        | 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       |       19566 | NC      | $533.62        | 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       |       25633 | NC      | $704.31        | 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       |       21587 | NC      | $591.84        | 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       |       46540 | NC      | $1283.32       | 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       |       30359 | NC      | $830.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6746 | NC      | $184.85        | 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       |        6745 | NC      | $185.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31700 | NC      | $874.90        | 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       |       22264 | NC      | $608.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18213 | NC      | $500.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29680 | NC      | $815.77        | 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       |       33054 | NC      | $907.09        | 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       |       29005 | NC      | $797.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22261 | NC      | $610.88        | 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       |       19564 | NC      | $535.98        | 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       |       16868 | NC      | $459.62        | 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       |        9447 | NC      | $256.62        | 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       |       24292 | NC      | $658.92        | 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       |        5398 | NC      | $146.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5398 | NC      | $146.48        | 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       |        4722 | NC      | $129.35        | 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       |        4722 | NC      | $129.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2024 | NC      | $55.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4048 | NC      | $110.89        | 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       |        3373 | NC      | $92.40         | 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       |        3373 | NC      | $92.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14168 | NC      | $386.49        | 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       |       13495 | NC      | $366.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12819 | NC      | $349.70        | 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       |       12818 | NC      | $350.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10119 | NC      | $277.07        | 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       |       33731 | NC      | $923.32        | 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       |       24288 | NC      | $663.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34408 | NC      | $939.70        | 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       |       36431 | NC      | $995.51        | 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       |        6747 | NC      | $183.92        | 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       |        5397 | NC      | $147.32        | 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       |        5397 | NC      | $147.62        | 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       |      409149 | NC      | $7398.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4080 | NC      | $78.74         | 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       |        6807 | NC      | $123.69        | 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       |        2043 | NC      | $36.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16359 | NC      | $275.09        | 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       |       15761 | NC      | $180.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17108 | NC      | $219.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15063 | NC      | $185.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13698 | NC      | $164.25        | 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       |       10967 | NC      | $122.89        | 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       |       24666 | NC      | $285.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14375 | NC      | $180.31        | 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       |       15739 | NC      | $201.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16426 | NC      | $208.48        | 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       |       16420 | NC      | $213.98        | 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       |       15053 | NC      | $195.33        | 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       |       22579 | NC      | $293.09        | 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       |       21890 | NC      | $289.13        | 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       |       21201 | NC      | $285.12        | 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       |       20520 | NC      | $272.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19833 | NC      | $266.73        | 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       |       19145 | NC      | $261.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4103 | NC      | $55.49         | 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       |        3419 | NC      | $46.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3420 | NC      | $45.02         | 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       |        2052 | NC      | $26.99         | 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       |        2737 | NC      | $35.75         | 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       |        2052 | NC      | $26.90         | 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       |        1368 | NC      | $17.81         | 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       |         684 | NC      | $9.07          | 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       |         684 | NC      | $8.96          | 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       |       14430 | NC      | $124.91        | 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       |        2788 | NC      | $-16.14        | -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       |   518338391 | NC      | $9352881.68    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18360629 | NC      | $366814.72     | 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       |    27909133 | NC      | $534052.16     | 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       |    13164554 | NC      | $206648.10     | 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       |     9640207 | NC      | $160906.71     | 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       |    15443870 | NC      | $200768.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24383817 | NC      | $295253.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6109308 | NC      | $18050.74      | 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       |    20312266 | NC      | $53870.43      | 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       |    54852009 | NC      | $33116.73      | 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       |    16244129 | NC      | $-11312.37     | -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       |     2530159 | NC      | $-6518.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2343628 | NC      | $-5999.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2133724 | NC      | $-5426.22      | -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       |     1510482 | NC      | $-4071.08      | -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       |      884165 | NC      | $-2418.36      | -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       |     1783026 | NC      | $-3984.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      994736 | NC      | $-2492.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      550637 | NC      | $-1488.98      | -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       |      810641 | NC      | $-2187.55      | -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       |     1067580 | NC      | $-3153.60      | -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       |     1088785 | NC      | $-3259.16      | -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       |     1102658 | NC      | $-2695.16      | -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       |      599096 | NC      | $-1639.97      | -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       |      578579 | NC      | $-1667.34      | -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       |      669228 | NC      | $-1809.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      393039 | NC      | $-1027.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      550668 | NC      | $-1519.64      | -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       |     1605422 | NC      | $-4617.56      | -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       |     1185089 | NC      | $-2947.96      | -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       |     1460736 | NC      | $-4298.74      | -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       |      394203 | NC      | $-1081.73      | -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       |      971285 | NC      | $-2917.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       82385 | NC      | $-206.76       | -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       |     1233922 | NC      | $-3473.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      558593 | NC      | $-1671.16      | -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       |     1399310 | NC      | $-4506.46      | -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       |     1380002 | NC      | $-4076.47      | -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       |     1274198 | NC      | $-3771.01      | -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       |     1179872 | NC      | $-3839.07      | -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       |     1202384 | NC      | $-3585.17      | -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       |     1356897 | NC      | $-3736.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      305792 | NC      | $-956.44       | -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       |      887134 | NC      | $-3166.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      660914 | NC      | $-2935.07      | -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       |      598561 | NC      | $-2771.17      | -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       |      760293 | NC      | $-3478.58      | -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       |      920340 | NC      | $-4167.41      | -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       |      766756 | NC      | $-3278.24      | -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       |      929213 | NC      | $-3600.82      | -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       |      624544 | NC      | $-2101.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      522599 | NC      | $-1768.34      | -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       |      729084 | NC      | $-2253.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      919782 | NC      | $-3054.07      | -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       |      925611 | NC      | $-3330.41      | -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       |      115877 | NC      | $-384.12       | -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       |       93601 | NC      | $-317.45       | -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       |      164908 | NC      | $-552.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      160422 | NC      | $-508.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      134775 | NC      | $-403.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      359801 | NC      | $-1105.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      297467 | NC      | $-959.64       | -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       |      873923 | NC      | $-2725.65      | -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       |      632107 | NC      | $-1891.09      | -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       |      669967 | NC      | $-1993.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      516164 | NC      | $-1441.62      | -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       |      924713 | NC      | $-2432.23      | -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       |      401893 | NC      | $-997.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      169164 | NC      | $-366.32       | -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       |      132338 | NC      | $-187.30       | -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       |      135096 | NC      | $-168.55       | -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       |       82324 | NC      | $-145.81       | -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       |      113477 | NC      | $-204.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58970 | NC      | $-112.97       | -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       |      418170 | NC      | $-617.63       | -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       |      290809 | NC      | $-410.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      504411 | NC      | $-793.45       | -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       |      399706 | NC      | $-477.17       | -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       |      694286 | NC      | $-771.01       | -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       |     1750689 | NC      | $-2187.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1459307 | NC      | $-1759.14      | -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       |     1070782 | NC      | $-1358.57      | -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       |     1265415 | NC      | $-1651.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1108788 | NC      | $-1606.88      | -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       |     1110268 | NC      | $-1420.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60342867 | NC      | $-67683.47     | -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       |     1618953 | NC      | $-3712.59      | -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       |     1719945 | NC      | $-3648.14      | -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       |     1331159 | NC      | $-2986.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      774635 | NC      | $-1717.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      248709 | NC      | $-509.58       | -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       |      778660 | NC      | $-1300.96      | -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       |      671473 | NC      | $-1278.84      | -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       |     1044468 | NC      | $-2251.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      379534 | NC      | $-849.28       | -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       |      412936 | NC      | $-935.48       | -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       |      605285 | NC      | $-1166.23      | -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       |      804442 | NC      | $-1541.02      | -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       |      628476 | NC      | $-1036.42      | -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       |      752386 | NC      | $-1679.43      | -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       |      842348 | NC      | $-2245.05      | -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       |     1091968 | NC      | $-3110.43      | -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       |     1144299 | NC      | $-3246.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1073885 | NC      | $-2795.96      | -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       |     1093349 | NC      | $-2270.51      | -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       |      976182 | NC      | $-1151.82      | -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       |      507120 | NC      | $-726.48       | -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       |      615653 | NC      | $-984.52       | -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       |      564681 | NC      | $-1095.52      | -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       |      772046 | NC      | $-1350.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1697809 | NC      | $-2611.33      | -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       |     1190258 | NC      | $-1453.98      | -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       |     1325118 | NC      | $-1942.46      | -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       |     1121859 | NC      | $-1351.74      | -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       |      873897 | NC      | $-1033.55      | -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       |      784390 | NC      | $-923.34       | -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       |     1056671 | NC      | $-1683.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1155558 | NC      | $-1734.97      | -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       |      920982 | NC      | $-1477.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1606000 | NC      | $-2419.30      | -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       |     1766973 | NC      | $-2923.75      | -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       |     1338728 | NC      | $-2225.55      | -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       |     1500897 | NC      | $-1705.10      | -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       |     1396354 | NC      | $-2105.81      | -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       |     2189862 | NC      | $-3818.03      | -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       |     1908320 | NC      | $-1014.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1656130 | NC      | $-910.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1984191 | NC      | $-815.28       | -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       |     2171378 | NC      | $-325.53       | -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       |     1897054 | NC      | $-853.22       | -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       |     1640131 | NC      | $-458.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1603714 | NC      | $-133.57       | -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       |     1626834 | NC      | $-487.79       | -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       |     1537715 | NC      | $-210.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1581590 | NC      | $-219.55       | -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       |     2387508 | NC      | $-461.34       | -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       |     2784457 | NC      | $-401.98       | -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       |     2679524 | NC      | $-2633.44      | -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       |     3120655 | NC      | $-2335.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3024345 | NC      | $-973.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2719218 | NC      | $-1238.08      | -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       |     2479284 | NC      | $-619.48       | -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       |     2677867 | NC      | $133.82        | 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       |     2919538 | NC      | $0.00          | 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       |     2943741 | NC      | $-882.65       | -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       |    85512842 | NC      | $-17531.10     | -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       |   367582623 | NC      | $-488830.25    | -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       |      779939 | NC      | $-1113.58      | -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       |     1327862 | NC      | $8543.07       | 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       |    14954340 | NC      | $-22713.45     | -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       |     5638319 | NC      | $39667.45      | 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       |    56954770 | NC      | $540425.73     | 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       |     4744816 | NC      | $62076.37      | 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       |     8187334 | NC      | $62265.62      | 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       |    16253921 | NC      | $80583.72      | 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       |    73190313 | NC      | $264361.31     | 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       |    18056542 | NC      | $-42353.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    80670111 | NC      | $-577064.30    | -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       |    17786864 | NC      | $-58409.58     | -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       |     9617800 | NC      | $-46677.29     | -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       |       98640 | NC      | $-421.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750058 | NC      | $-3007.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      372729 | NC      | $-1683.25      | -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       |      122635 | NC      | $-606.50       | -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       |      677019 | NC      | $-3383.20      | -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       |      134651 | NC      | $-717.76       | -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       |      201336 | NC      | $-931.61       | -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       |      102671 | NC      | $-484.55       | -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       |      307761 | NC      | $-1201.78      | -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       |      310231 | NC      | $-1688.18      | -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       |      105810 | NC      | $-647.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      133726 | NC      | $-784.47       | -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       |      546670 | NC      | $-2999.75      | -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       |      418117 | NC      | $-2426.66      | -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       |      347322 | NC      | $-2071.26      | -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       |      220525 | NC      | $-1270.69      | -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       |      228423 | NC      | $-1232.58      | -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       |      139696 | NC      | $-801.61       | -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       |      301180 | NC      | $-1566.32      | -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       |      119643 | NC      | $-591.11       | -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       |      122614 | NC      | $-585.23       | -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       |      115639 | NC      | $-555.27       | -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       |      160498 | NC      | $-770.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      214236 | NC      | $-934.13       | -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       |      214087 | NC      | $-785.87       | -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       |      130377 | NC      | $-412.10       | -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       |      184127 | NC      | $-588.39       | -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       |      146291 | NC      | $-452.09       | -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       |      112459 | NC      | $-351.22       | -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       |      131376 | NC      | $-418.77       | -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       |      133333 | NC      | $-391.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      105450 | NC      | $-287.28       | -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       |      167114 | NC      | $-441.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      202855 | NC      | $-466.91       | -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       |      120305 | NC      | $-260.91       | -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       |      262522 | NC      | $-607.36       | -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       |      116330 | NC      | $-254.25       | -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       |       87536 | NC      | $-230.75       | -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       |      125350 | NC      | $-345.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      131298 | NC      | $-341.02       | -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       |      143164 | NC      | $-301.25       | -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       |      129213 | NC      | $-239.97       | -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       |      138178 | NC      | $-276.36       | -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       |       93429 | NC      | $-171.76       | -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       |      104398 | NC      | $-227.65       | -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       |       88520 | NC      | $-223.51       | -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       |      175052 | NC      | $-442.34       | -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       |       14934 | NC      | $-52.24        | -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       |      101647 | NC      | $-452.38       | -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       |     1628615 | NC      | $1462.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101336 | NC      | $-141.45       | -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       |       94353 | NC      | $-103.81       | -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       |      105227 | NC      | $-64.31        | -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       |       90410 | NC      | $-129.16       | -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       |      111183 | NC      | $-67.62        | -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       |      116229 | NC      | $-153.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101359 | NC      | $-165.22       | -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       |      153995 | NC      | $-219.69       | -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       |      125282 | NC      | $-277.67       | -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       |       90476 | NC      | $-194.69       | -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       |      136211 | NC      | $-293.38       | -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       |       93423 | NC      | $-166.09       | -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       |      403898 | NC      | $-113.40       | -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       |     1464024 | NC      | $4386.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19506933 | NC      | $-66328.55     | -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       |    21156226 | NC      | $-91731.96     | -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       |    25440798 | NC      | $-86241.92     | -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       |    41862851 | NC      | $-303951.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    48454040 | NC      | $-278655.41    | -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       |    25153156 | NC      | $-172900.02    | -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       |     1437743 | NC      | $-9641.52      | -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       |    43667140 | NC      | $-219462.03    | -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       |    59694725 | NC      | $-77254.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    83454431 | NC      | $-636073.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14665533 | NC      | $-200249.31    | -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       |     1555820 | NC      | $-13640.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      864856 | NC      | $-7449.68      | -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       |      702490 | NC      | $-6207.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      969251 | NC      | $-8266.15      | -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       |      568772 | NC      | $-4840.99      | -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       |      905939 | NC      | $-8252.07      | -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       |      580960 | NC      | $-5519.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      545595 | NC      | $-4681.00      | -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       |      557472 | NC      | $-5049.40      | -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       |      662089 | NC      | $-6087.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1423058 | NC      | $-13229.48     | -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       |     1074591 | NC      | $-10026.61     | -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       |     1584765 | NC      | $-13813.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1503987 | NC      | $-13596.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2287643 | NC      | $-20408.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1881662 | NC      | $-17236.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1278156 | NC      | $-12187.53     | -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       |     1214227 | NC      | $-11557.26     | -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       |     1150222 | NC      | $-10849.98     | -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       |     1155892 | NC      | $-10765.48     | -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       |     1155971 | NC      | $-10845.08     | -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       |     1155911 | NC      | $-10785.38     | -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       |     1063193 | NC      | $-10137.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      947323 | NC      | $-9355.85      | -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       |      952873 | NC      | $-9150.85      | -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       |      941236 | NC      | $-9023.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      964560 | NC      | $-9328.85      | -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       |      906594 | NC      | $-8907.27      | -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       |      784634 | NC      | $-7789.21      | -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       |      714938 | NC      | $-7146.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      755703 | NC      | $-7630.72      | -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       |      703337 | NC      | $-7054.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      627880 | NC      | $-6404.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      575447 | NC      | $-5761.59      | -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       |      680156 | NC      | $-6891.05      | -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       |      720824 | NC      | $-7278.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      587254 | NC      | $-6059.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      657332 | NC      | $-7084.86      | -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       |      657287 | NC      | $-7039.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      570144 | NC      | $-6212.99      | -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       |      575932 | NC      | $-6246.69      | -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       |      581590 | NC      | $-6149.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      703821 | NC      | $-7538.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      686253 | NC      | $-7233.15      | -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       |     1303030 | NC      | $-14044.33     | -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       |      680472 | NC      | $-7206.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1099470 | NC      | $-11887.70     | -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       |     1198384 | NC      | $-12977.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      727125 | NC      | $-7824.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      727262 | NC      | $-7962.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750574 | NC      | $-8255.73      | -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       |      535311 | NC      | $-5906.21      | -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       |     1279564 | NC      | $-13595.53     | -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       |     1291063 | NC      | $-13585.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      645421 | NC      | $-6681.96      | -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       |      703978 | NC      | $-7695.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      563997 | NC      | $-5819.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1081404 | NC      | $-11085.21     | -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       |      895387 | NC      | $-9208.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      993869 | NC      | $-9866.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1087255 | NC      | $-11182.20     | -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       |      843175 | NC      | $-8786.69      | -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       |      755690 | NC      | $-7617.72      | -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       |      947242 | NC      | $-9274.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      982177 | NC      | $-9683.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      633257 | NC      | $-6027.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      569282 | NC      | $-5350.59      | -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       |     2289101 | NC      | $-21866.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      976685 | NC      | $-9945.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      994211 | NC      | $-10208.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      778620 | NC      | $-7530.52      | -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       |      935442 | NC      | $-8983.46      | -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       |      813064 | NC      | $-7447.70      | -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       |      842320 | NC      | $-7931.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      668173 | NC      | $-6416.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      604302 | NC      | $-5844.58      | -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       |      644755 | NC      | $-6015.96      | -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       |      545886 | NC      | $-4972.40      | -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       |      644188 | NC      | $-5449.86      | -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       |      643911 | NC      | $-5172.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      690212 | NC      | $-5438.05      | -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       |      539158 | NC      | $-3998.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      533618 | NC      | $-4213.41      | -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       |      597163 | NC      | $-4459.68      | -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       |      690033 | NC      | $-5259.55      | -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       |     1258340 | NC      | $-9634.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      673183 | NC      | $-5672.15      | -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       |      637714 | NC      | $-4729.77      | -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       |      521370 | NC      | $-3473.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75131354 | NC      | $-628231.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7549556 | NC      | $-39728.71     | -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       |   118081589 | NC      | $101792.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32827722 | NC      | $-159905.31    | -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       |      992138 | NC      | $24530.62      | 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       |     3756349 | NC      | $93064.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24656134 | NC      | $456971.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24718956 | NC      | $430360.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6885482 | NC      | $114211.32     | 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       |    31599224 | NC      | $427228.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6247452 | NC      | $61463.70      | 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       |     4347228 | NC      | $56478.43      | 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       |    11701895 | NC      | $138811.94     | 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       |    19218193 | NC      | $34445.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    43758644 | NC      | $33308.66      | 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       |    21944142 | NC      | $-17525.86     | -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       |      362632 | NC      | $-494.98       | -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       |     2387173 | NC      | $2932.60       | 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       |   236556099 | NC      | $5550544.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45527119 | NC      | $1091558.01    | 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       |     5114716 | NC      | $83859.17      | 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       |    27025840 | NC      | $543351.65     | 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       |     2441991 | NC      | $50759.42      | 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       |    13429337 | NC      | $274813.12     | 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       |    15546907 | NC      | $210799.73     | 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       |    58769410 | NC      | $590234.46     | 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       |    70491422 | NC      | $132890.56     | 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       |    61233891 | NC      | $496747.41     | 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       |    22673238 | NC      | $167010.89     | 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       |    39918279 | NC      | $297301.09     | 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       |    20160541 | NC      | $120643.95     | 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       |    75874367 | NC      | $202905.41     | 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       |    14166374 | NC      | $-22265.13     | -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       |    56674109 | NC      | $-99846.64     | -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       |    78829942 | NC      | $187856.29     | 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       |    44236527 | NC      | $615088.21     | 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       |    20783926 | NC      | $251707.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    61797337 | NC      | $600847.62     | 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       |    55549450 | NC      | $345678.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44429334 | NC      | $250943.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2282121 | NC      | $15365.58      | 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       |     8295599 | NC      | $45446.30      | 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       |     3012540 | NC      | $17026.99      | 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       |     2103363 | NC      | $14997.44      | 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       |    36612924 | NC      | $131288.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    85465969 | NC      | $218607.30     | 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       |    54069826 | NC      | $49617.54      | 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       |    22314757 | NC      | $13699.50      | 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       |     3026294 | NC      | $-4515.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5649801 | NC      | $-3435.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1244458 | NC      | $271.08        | 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       |      513519 | NC      | $-67.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      537019 | NC      | $-229.78       | -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       |      552843 | NC      | $-494.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      654328 | NC      | $-845.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      537639 | NC      | $-849.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      522018 | NC      | $-787.85       | -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       |      521636 | NC      | $-405.81       | -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       |      560665 | NC      | $-536.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15953849 | NC      | $9805.00       | 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       |    52360000 | NC      | $-1062452.01   | -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       |     8980000 | NC      | $-338124.20    | -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       |    34630000 | NC      | $-966306.14    | -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       |    91430000 | NC      | $6804.67       | 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       |    91430000 | NC      | $6897.27       | 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       |    85530000 | NC      | $6331.34       | 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       |    73490000 | NC      | $5208.63       | 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       |    82520000 | NC      | $5943.49       | 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       |    79420000 | NC      | $5741.07       | 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       |    76640000 | NC      | $5532.44       | 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       |    73400000 | NC      | $5271.04       | 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       |    67260000 | NC      | $4813.30       | 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       |    63190000 | NC      | $4499.93       | 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       |    64860000 | NC      | $4719.36       | 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       |    65190000 | NC      | $4753.97       | 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       |    58550000 | NC      | $4239.74       | 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       |    62040000 | NC      | $4443.61       | 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       |    54490000 | NC      | $3786.43       | 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       |    54500000 | NC      | $3753.08       | 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       |    64350000 | NC      | $4487.66       | 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       |    69370000 | NC      | $5016.31       | 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       |    68830000 | NC      | $4769.14       | 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       |    69480000 | NC      | $4795.08       | 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       |    77010000 | NC      | $5127.23       | 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       |    72400000 | NC      | $4650.40       | 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       |    52760000 | NC      | $3300.00       | 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       |    82460000 | NC      | $5479.79       | 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       |    78320000 | NC      | $5269.21       | 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       |    68860000 | NC      | $4664.57       | 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       |    64510000 | NC      | $4208.82       | 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       |    72340000 | NC      | $4597.80       | 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       |    80900000 | NC      | $5391.26       | 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       |    86550000 | NC      | $5755.91       | 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       |    91420000 | NC      | $6066.09       | 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       |    91430000 | NC      | $5895.55       | 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       |    91430000 | NC      | $5751.79       | 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       |    81490000 | NC      | $5525.22       | 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       |    65900000 | NC      | $4491.22       | 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       |    66600000 | NC      | $4607.14       | 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       |    68830000 | NC      | $4616.99       | 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       |    72260000 | NC      | $4818.20       | 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       |    65570000 | NC      | $4314.82       | 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       |    64600000 | NC      | $4117.14       | 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       |    61110000 | NC      | $3987.00       | 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       |    62280000 | NC      | $3939.74       | 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       |    64600000 | NC      | $4101.82       | 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       |    67240000 | NC      | $4187.24       | 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       |    65500000 | NC      | $4059.26       | 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       |    60590000 | NC      | $3795.04       | 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       |    68090000 | NC      | $4080.50       | 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       |    66060000 | NC      | $3962.14       | 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       |    67140000 | NC      | $4124.89       | 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       |    68860000 | NC      | $4136.09       | 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       |    63660000 | NC      | $3854.71       | 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       |    67780000 | NC      | $4132.93       | 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       |    60420000 | NC      | $3642.71       | 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       |   104300000 | NC      | $-1310840.30   | -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       |    33860000 | NC      | $1297.99       | 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       |    73990000 | NC      | $2552.42       | 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       |    58390000 | NC      | $-694699.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1030870000 | NC      | $-11332684.78  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   272900000 | NC      | $-3428884.84   | -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       |    90070000 | NC      | $-964946.14    | -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       |  4049000000 | NC      | $277620.47     | 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       | 27647000000 | NC      | $2035234.17    | 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       |  1049000000 | NC      | $-12171.90     | -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       |   123680000 | NC      | $-86612.10     | -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       |   145620000 | NC      | $-151458.18    | -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       |   100010000 | NC      | $3543.14       | 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       |    70130000 | NC      | $2467.14       | 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       |    66900000 | NC      | $1204.94       | 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       |    69310000 | NC      | $87.73         | 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       |    67620000 | NC      | $519.73        | 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       |    66870000 | NC      | $561.89        | 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       |    66470000 | NC      | $609.45        | 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       |    58750000 | NC      | $545.92        | 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       |    58750000 | NC      | $487.84        | 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       |    72300000 | NC      | $555.70        | 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       |    73530000 | NC      | $648.73        | 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       |    61150000 | NC      | $472.27        | 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       |    93240000 | NC      | $557.71        | 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       |   356630000 | NC      | $-564807.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3620000 | NC      | $-40530.17     | -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       |   176720000 | NC      | $-2172494.33   | -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       |    15400000 | NC      | $-214783.77    | -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       |   312190000 | NC      | $-3754362.96   | -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       | 51356000000 | NC      | $2532045.25    | 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       |   934000000 | NC      | $-12557.11     | -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       |   996000000 | NC      | $-13630.93     | -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       |  1094000000 | NC      | $-13465.53     | -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       |  1105000000 | NC      | $-13882.50     | -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       |  1045000000 | NC      | $-13174.19     | -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       |  1045000000 | NC      | $-13227.42     | -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       |   955000000 | NC      | $-12169.12     | -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       |  1154000000 | NC      | $-14410.44     | -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       |  1125000000 | NC      | $-13896.12     | -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       |  1164000000 | NC      | $-14111.28     | -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       |  1175000000 | NC      | $-13769.79     | -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       |  1114000000 | NC      | $-12884.72     | -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       |  1005000000 | NC      | $-11468.54     | -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       |  1055000000 | NC      | $-12259.66     | -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       |   906000000 | NC      | $-10944.46     | -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       |  1065000000 | NC      | $-12518.28     | -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       |  1104000000 | NC      | $-13040.23     | -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       |   896000000 | NC      | $-10490.21     | -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       |  1164000000 | NC      | $-13685.18     | -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       |   986000000 | NC      | $-11419.37     | -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       |  1074000000 | NC      | $-12361.71     | -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       |  1025000000 | NC      | $-11404.20     | -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       |   936000000 | NC      | $-10420.94     | -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       |  1085000000 | NC      | $-12154.15     | -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       |   945000000 | NC      | $-10470.16     | -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       |  1085000000 | NC      | $-12034.92     | -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       |  1194000000 | NC      | $-13155.08     | -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       |   965000000 | NC      | $-10607.35     | -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       |   946000000 | NC      | $-10518.20     | -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       |  1104000000 | NC      | $-12414.56     | -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       |   956000000 | NC      | $-10644.50     | -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       |  1104000000 | NC      | $-12250.80     | -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       |   946000000 | NC      | $-10415.23     | -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       |   975000000 | NC      | $-10400.04     | -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       |   975000000 | NC      | $-10490.84     | -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       |  1155000000 | NC      | $-12212.99     | -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       |  1015000000 | NC      | $-10769.03     | -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       |  1164000000 | NC      | $-12569.96     | -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       |  1174000000 | NC      | $-12605.80     | -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       |  1085000000 | NC      | $-11527.90     | -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       |   995000000 | NC      | $-10507.24     | -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       |   995000000 | NC      | $-10417.31     | -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       |  1165000000 | NC      | $-11846.31     | -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       |  1124000000 | NC      | $-11142.54     | -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       |   975000000 | NC      | $-9614.95      | -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       |  1035000000 | NC      | $-10080.03     | -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       |   936000000 | NC      | $-9395.90      | -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       |   945000000 | NC      | $-9479.64      | -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       |  1015000000 | NC      | $-10277.48     | -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       |  1145000000 | NC      | $-11484.31     | -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       |   896000000 | NC      | $-9447.61      | -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       |     3050000 | NC      | $-14433.47     | -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       |   200840000 | NC      | $-522437.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    46090000 | NC      | $-95767.70     | -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       |    80210000 | NC      | $-544.33       | -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       |    70840000 | 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       |    68460000 | NC      | $-376.85       | -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       |    67050000 | NC      | $-735.81       | -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       |    70840000 | NC      | $-1190.61      | -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       |    70320000 | NC      | $-1245.01      | -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       |    75750000 | NC      | $-1631.69      | -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       |    72610000 | NC      | $-1571.19      | -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       |    67550000 | NC      | $-1460.03      | -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       |    66680000 | NC      | $-961.56       | -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       |    64450000 | NC      | $-1027.72      | -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       |    93180000 | NC      | $-1606.19      | -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       |    93170000 | NC      | $-1632.37      | -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       |    19020000 | NC      | $-141911.64    | -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       |   159430000 | NC      | $-1665672.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1078000000 | NC      | $-11180.28     | -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       |  1155000000 | NC      | $-12240.43     | -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       |    78720000 | NC      | $-77539.59     | -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       |    14300000 | NC      | $-51449.48     | -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       |   161600000 | NC      | $-310122.42    | -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       |    32210000 | NC      | $-1082.10      | -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       |    55990000 | NC      | $-2018.27      | -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       |    68970000 | NC      | $-2406.69      | -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       |    73790000 | NC      | $-3789.79      | -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       |    72410000 | NC      | $-3847.23      | -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       |    69090000 | NC      | $-3716.42      | -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       |    70290000 | NC      | $-3784.41      | -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       |    66110000 | NC      | $-3459.99      | -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       |    65510000 | NC      | $-3409.38      | -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       |    68500000 | NC      | $-3697.24      | -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       |    69090000 | NC      | $-3994.88      | -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       |    66630000 | NC      | $-4034.81      | -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       |    64450000 | NC      | $-4820.20      | -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       |    71710000 | NC      | $-5298.58      | -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       |   546000000 | NC      | $-12343.99     | -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       |   576000000 | NC      | $-13721.41     | -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       |   546000000 | NC      | $-12408.69     | -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       |   600000000 | NC      | $-13934.37     | -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       |   588000000 | NC      | $-13822.69     | -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       |   546000000 | NC      | $-12945.16     | -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       |   558000000 | NC      | $-12701.24     | -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       |   707000000 | NC      | $-14573.69     | -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       |   590000000 | NC      | $-13324.76     | -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       |    69920000 | NC      | $-97128.20     | -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       |   181230000 | NC      | $-1003430.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44280000 | NC      | $-474282.02    | -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       |     5870000 | NC      | $-72335.53     | -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       |   162890000 | NC      | $-2244514.92   | -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       |  1055000000 | NC      | $-14105.81     | -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       |  1058000000 | NC      | $-14203.21     | -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       |   889000000 | NC      | $-11606.07     | -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       |    44970000 | NC      | $-7662.46      | -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       |     8900000 | NC      | $-23990.13     | -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       |   207720000 | NC      | $-324951.28    | -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       |    58710000 | NC      | $-5146.76      | -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       |    63240000 | NC      | $-5351.08      | -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       |    65920000 | NC      | $-4981.49      | -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       |    69970000 | NC      | $-4965.54      | -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       |    66790000 | NC      | $-4781.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    65490000 | NC      | $-3738.74      | -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       |    69110000 | NC      | $-3557.87      | -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       |    68170000 | NC      | $-3318.63      | -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       |    91330000 | NC      | $-4413.70      | -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       |    92950000 | NC      | $-4178.15      | -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       |   513760000 | NC      | $-831475.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   169970000 | NC      | $-560489.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7270000 | NC      | $12468.63      | 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       |     6120000 | NC      | $12697.75      | 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       |     5850000 | NC      | $10043.47      | 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       |     5380000 | NC      | $7476.72       | 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       |     9790000 | NC      | $9092.55       | 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       |    15110000 | NC      | $16263.76      | 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       |    15110000 | NC      | $17773.83      | 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       |    15100000 | NC      | $12423.55      | 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       |    15110000 | NC      | $14570.56      | 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       |    15100000 | NC      | $15082.15      | 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       |    15110000 | NC      | $402.62        | 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       |    15100000 | NC      | $-166.76       | -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       |    15110000 | NC      | $3078.38       | 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       |    15100000 | NC      | $-4238.50      | -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       |    15110000 | NC      | $-6638.91      | -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       |   193230000 | NC      | $-933780.34    | -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       |    33610000 | NC      | $-539712.59    | -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       |    21960000 | NC      | $-192837.15    | -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       |    42100000 | NC      | $-642308.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1019000000 | NC      | $-14045.68     | -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       |   995000000 | NC      | $-13333.10     | -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       |  1046000000 | NC      | $-13791.20     | -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       |   915000000 | NC      | $-12437.31     | -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       |  1055000000 | NC      | $-13783.09     | -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       |   906000000 | NC      | $-11804.63     | -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       |  1175000000 | NC      | $-15601.46     | -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       |  1154000000 | NC      | $-15095.14     | -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       |   936000000 | NC      | $-12038.33     | -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       |  1145000000 | NC      | $-13487.85     | -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       |    12000000 | NC      | $-8090.73      | -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       |   217330000 | NC      | $-64312.45     | -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       |     4450000 | NC      | $-14505.55     | -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       |    83560000 | NC      | $-767.78       | -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       |   374000000 | NC      | $-9375.24      | -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       |   667000000 | NC      | $-16208.17     | -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       |   894240000 | NC      | $-1469929.84   | -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       |   255800000 | NC      | $-1163168.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15050000 | NC      | $16461.49      | 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       |    15050000 | NC      | $12382.42      | 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       |    15050000 | NC      | $10205.30      | 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       |    14210000 | NC      | $7696.76       | 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       |    13300000 | NC      | $11768.09      | 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       |    12290000 | NC      | $10468.35      | 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       |    11510000 | NC      | $11364.45      | 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       |    10760000 | NC      | $15573.39      | 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       |    10670000 | NC      | $14450.95      | 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       |    11050000 | NC      | $14602.33      | 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       |    10990000 | NC      | $12665.12      | 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       |    10960000 | NC      | $12229.58      | 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       |     8680000 | NC      | $8028.58       | 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       |    11230000 | NC      | $11233.62      | 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       |    11110000 | NC      | $15008.10      | 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       |    10790000 | NC      | $16850.46      | 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       |    10630000 | NC      | $14172.10      | 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       |     9500000 | NC      | $13585.43      | 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       |     9220000 | NC      | $14301.90      | 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       |    12110000 | NC      | $18700.94      | 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       |    10930000 | NC      | $19062.51      | 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       |    10680000 | NC      | $20026.66      | 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       |    10430000 | NC      | $19502.26      | 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       |    10170000 | NC      | $19355.89      | 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       |     9600000 | NC      | $16936.70      | 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       |     9370000 | NC      | $16982.95      | 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       |     8030000 | NC      | $14711.56      | 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       |     7940000 | NC      | $13660.53      | 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       |     7860000 | NC      | $14018.20      | 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       |     6930000 | NC      | $12581.52      | 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       |     6890000 | NC      | $11032.93      | 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       |     7680000 | NC      | $11209.74      | 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       |     7540000 | NC      | $10000.87      | 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       |     7430000 | NC      | $7330.33       | 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       |     7270000 | NC      | $6439.67       | 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       |     7140000 | NC      | $5359.48       | 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       |     7010000 | NC      | $3658.69       | 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       |     6880000 | NC      | $2238.80       | 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       |     6780000 | NC      | $1740.37       | 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       |     6660000 | NC      | $41.60         | 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       |     6560000 | NC      | $22.75         | 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       |     5480000 | NC      | $-1976.51      | -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       |     5520000 | NC      | $-2754.10      | -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       |     6470000 | NC      | $-1941.04      | -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       |     6350000 | NC      | $-1349.69      | -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       |     7760000 | NC      | $-258.30       | -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       |     7400000 | NC      | $137.47        | 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       |     7040000 | NC      | $-13.06        | -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       |     6670000 | NC      | $-695.07       | -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       |     6280000 | NC      | $422.82        | 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       |     5930000 | NC      | $1546.17       | 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       |     5770000 | NC      | $1791.28       | 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       |     5640000 | NC      | $1377.07       | 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       |     6890000 | NC      | $2295.78       | 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       |     6930000 | NC      | $1469.26       | 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       |     6960000 | NC      | $1272.70       | 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       |     6610000 | NC      | $825.66        | 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       |     6630000 | NC      | $984.01        | 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       |     6590000 | NC      | $884.25        | 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       |     6060000 | NC      | $682.73        | 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       |     5290000 | NC      | $3728.08       | 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       |     4640000 | NC      | $3392.13       | 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       |     4220000 | NC      | $2926.21       | 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       |     4590000 | NC      | $3396.88       | 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       |     6460000 | NC      | $6671.12       | 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       |   138530000 | NC      | $-829857.35    | -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       |  8090000000 | NC      | $432340.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    99490000 | NC      | $-57161.19     | -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       |    77350000 | NC      | $145472.77     | 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       |    13550000 | NC      | $-62316.40     | -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       |    28120000 | NC      | $-47190.81     | -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       |     7080000 | NC      | $3311.65       | 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       |     6660000 | NC      | $2563.30       | 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       |     6650000 | NC      | $1557.11       | 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       |     6100000 | NC      | $-2289.31      | -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       |     4470000 | NC      | $-1565.12      | -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       |     4980000 | NC      | $-3045.42      | -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       |     4940000 | NC      | $-2485.67      | -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       |     5560000 | NC      | $-2561.98      | -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       |     5080000 | NC      | $-2293.51      | -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       |     4560000 | NC      | $-1789.11      | -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       |     4520000 | NC      | $-2176.55      | -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       |     6640000 | NC      | $-4409.75      | -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       |    19080000 | NC      | $-208364.88    | -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       |    22470000 | NC      | $-12748.27     | -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       |   628000000 | NC      | $-19558.70     | -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       |   600000000 | NC      | $-18105.18     | -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       |   661000000 | NC      | $-20917.89     | -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       |   708000000 | NC      | $-24224.55     | -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       |   540000000 | NC      | $-17378.12     | -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       |   540000000 | NC      | $-18250.77     | -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       |   607000000 | NC      | $-20698.38     | -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       |    36060000 | NC      | $-55586.64     | -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       |     6520000 | NC      | $-6600.38      | -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       |     6140000 | NC      | $-6089.21      | -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       |     4560000 | NC      | $-4247.84      | -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       |    10140000 | NC      | $-9761.00      | -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       |    12100000 | NC      | $-14363.37     | -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       |     6280000 | NC      | $-6837.61      | -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       |    13840000 | NC      | $-14311.90     | -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       |    94830000 | NC      | $-700679.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-4639.19      | -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       |   599000000 | NC      | $-16108.93     | -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       |   624000000 | NC      | $-17777.61     | -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       |   623000000 | NC      | $-17968.16     | -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       |   713000000 | NC      | $-20004.05     | -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       |   696000000 | NC      | $-20415.90     | -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       |   559000000 | NC      | $-16037.17     | -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       |   612000000 | NC      | $-16976.24     | -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       |   139470000 | NC      | $-20610.86     | -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       |     5630000 | NC      | $-2784.93      | -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       |     4950000 | NC      | $-1559.07      | -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       |     5600000 | NC      | $-125.33       | -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       |     5560000 | NC      | $1687.35       | 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       |   108860000 | NC      | $762314.81     | 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       |    58500000 | NC      | $-82650.06     | -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       |   164730000 | NC      | $-307415.82    | -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       |     7940000 | NC      | $-85646.63     | -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       |  4281000000 | NC      | $206360.58     | 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       |    30880000 | NC      | $120700.91     | 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       |     2070000 | NC      | $-2269.57      | -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       |   572000000 | NC      | $-10495.50     | -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       |   542000000 | NC      | $-9219.10      | -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       |   515000000 | NC      | $-7905.46      | -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       |   711000000 | NC      | $-10877.41     | -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       |   562000000 | NC      | $-8080.08      | -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       |   555000000 | NC      | $-7531.07      | -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       |   646000000 | NC      | $-7779.14      | -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       |    54740000 | NC      | $-190614.53    | -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       |     3320000 | NC      | $-15791.72     | -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       |    34010000 | NC      | $32537.67      | 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       |  9631000000 | NC      | $648455.84     | 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       |   192090000 | NC      | $-7832.48      | -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       |   304990000 | NC      | $-224155.13    | -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       |     8960000 | NC      | $767.90        | 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       |   544000000 | NC      | $-5754.49      | -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       |   657000000 | NC      | $-7919.53      | -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       |   693000000 | NC      | $-8282.81      | -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       |   663000000 | NC      | $-6957.06      | -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       |   568000000 | NC      | $-6297.23      | -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       |   533000000 | NC      | $-6405.51      | -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       |   645000000 | NC      | $-7876.18      | -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       |   586000000 | NC      | $-6532.26      | -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       |   668000000 | NC      | $-7721.08      | -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       |   554000000 | NC      | $-6235.88      | -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       |   560000000 | NC      | $-6249.21      | -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       |   555000000 | NC      | $-7025.11      | -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       |   537000000 | NC      | $-6771.34      | -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       |   554000000 | NC      | $-7025.82      | -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       |   560000000 | NC      | $-7027.56      | -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       |   579000000 | NC      | $-8932.03      | -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       |   619000000 | NC      | $-9890.84      | -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       |   625000000 | NC      | $-10323.93     | -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       |   543000000 | NC      | $-9489.56      | -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       |   631000000 | NC      | $-11593.14     | -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       |   625000000 | NC      | $-11699.32     | -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       |   555000000 | NC      | $-10322.75     | -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       |      890000 | NC      | $35.61         | 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       |     2580000 | NC      | $-96.96        | -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       |     9250000 | NC      | $350.48        | 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       |     8440000 | NC      | $143.96        | 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       |     7720000 | NC      | $-258.76       | -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       |    33820000 | NC      | $-196214.48    | -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       |   319000000 | NC      | $-3576.64      | -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       |   269000000 | NC      | $-3078.05      | -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       |   357000000 | NC      | $-4136.59      | -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       |   343000000 | NC      | $-3986.95      | -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       |   264000000 | NC      | $-3125.17      | -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       |    32000000 | NC      | $-382.48       | -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       |   185000000 | NC      | $-2216.61      | -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       |   173000000 | NC      | $-2032.20      | -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       |    35000000 | NC      | $-409.40       | -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       |    37000000 | NC      | $-430.20       | -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       |   156000000 | NC      | $-1767.72      | -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       |    35000000 | NC      | $-394.11       | -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       |   151000000 | NC      | $-1727.34      | -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       |   195000000 | NC      | $-2263.02      | -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       |   195000000 | NC      | $-2322.85      | -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       |   219000000 | NC      | $-2665.27      | -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       |   157000000 | NC      | $-1904.36      | -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       |   153000000 | NC      | $-1946.06      | -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       |    24000000 | NC      | $-300.51       | -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       |    35000000 | NC      | $-422.44       | -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       |    17000000 | NC      | $-207.20       | -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       |   138000000 | NC      | $-1677.33      | -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       |    26000000 | NC      | $-312.89       | -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       |   119000000 | NC      | $-1435.86      | -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       |    74000000 | NC      | $-889.29       | -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       |    80000000 | NC      | $-959.90       | -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       |    86000000 | NC      | $-1052.40      | -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       |    81000000 | NC      | $-1026.70      | -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       |    81000000 | NC      | $-1015.27      | -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       |    87000000 | NC      | $-1077.88      | -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       |    91000000 | NC      | $-1127.57      | -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       |    96000000 | NC      | $-1185.27      | -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       |    92000000 | NC      | $-1149.05      | -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       |    96000000 | NC      | $-1199.15      | -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       |    97000000 | NC      | $-1269.60      | -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       |   101000000 | NC      | $-1303.12      | -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       |   103000000 | NC      | $-1334.54      | -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       |   104000000 | NC      | $-1375.54      | -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       |   104000000 | NC      | $-1398.46      | -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       |   105000000 | NC      | $-1415.79      | -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       |   105000000 | NC      | $-1421.37      | -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       |    96000000 | NC      | $-1306.01      | -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       |   101000000 | NC      | $-1391.82      | -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       |    14000000 | NC      | $-191.30       | -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       |    65000000 | NC      | $-896.07       | -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       |    62000000 | NC      | $-860.08       | -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       |    60000000 | NC      | $-824.94       | -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       |    46000000 | NC      | $-640.11       | -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       |    18000000 | NC      | $-250.14       | -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       |    46000000 | NC      | $-643.34       | -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       |    57000000 | NC      | $-807.89       | -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       |    86000000 | NC      | $-1210.88      | -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       |    85000000 | NC      | $-1183.86      | -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       |    78000000 | NC      | $-1086.73      | -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       |    79000000 | NC      | $-1107.44      | -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       |    93000000 | NC      | $-1317.63      | -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       |    75000000 | NC      | $-1029.84      | -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       |   379000000 | NC      | $-5228.38      | -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       |    62000000 | NC      | $-869.89       | -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       |   288000000 | NC      | $-4067.80      | -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       |   174000000 | NC      | $-2451.07      | -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       |   170000000 | NC      | $-2417.18      | -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       |   201000000 | NC      | $-2846.64      | -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       |    12000000 | NC      | $-172.02       | -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       |    14000000 | NC      | $-200.82       | -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       |    22000000 | NC      | $-313.76       | -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       |    15000000 | NC      | $-215.98       | -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       |    21000000 | NC      | $-304.05       | -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       |  2581570000 | NC      | $94155.58      | 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       |     6310000 | NC      | $3419.00       | 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       |    30850000 | NC      | $-24250.07     | -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       |   258210000 | NC      | $-264881.32    | -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       |     6780000 | NC      | $-9325.09      | -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       |     5450000 | NC      | $-6336.07      | -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       |     1040000 | NC      | $-1188.72      | -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       |     6510000 | NC      | $-5934.41      | -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       |     3850000 | NC      | $-4020.91      | -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       |     2360000 | NC      | $-2730.60      | -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       |     2020000 | NC      | $-2634.31      | -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       |     1120000 | NC      | $-1339.74      | -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       |     1290000 | NC      | $-1474.93      | -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       |      890000 | NC      | $-1221.31      | -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       |    17220000 | NC      | $-27291.80     | -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       |     8690000 | NC      | $-16126.26     | -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       |    14320000 | NC      | $-25553.28     | -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       |    14190000 | NC      | $-26435.24     | -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       |    12010000 | NC      | $-22267.83     | -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       |    11240000 | NC      | $-20468.78     | -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       |    15010000 | NC      | $-26906.18     | -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       |    15040000 | NC      | $-28061.12     | -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       |    15050000 | NC      | $-27782.45     | -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       |    15040000 | NC      | $-28888.84     | -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       |    15040000 | NC      | $-28046.51     | -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       |    14970000 | NC      | $-29539.01     | -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       |    14970000 | NC      | $-28768.92     | -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       |    12780000 | NC      | $-15113.49     | -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       |   104210000 | NC      | $124187.98     | 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       |   258350000 | NC      | $-2416096.72   | -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       |   186000000 | NC      | $-2694.96      | -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       |    74000000 | NC      | $-1072.73      | -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       |    94000000 | NC      | $-1374.39      | -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       |    88000000 | NC      | $-1295.03      | -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       |    76000000 | NC      | $-1106.97      | -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       |   184000000 | NC      | $-2682.78      | -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       |   149000000 | NC      | $-2201.12      | -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       |   140000000 | NC      | $-2034.25      | -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       |   124000000 | NC      | $-1797.25      | -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       |   135000000 | NC      | $-1968.20      | -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       |   124000000 | NC      | $-1812.50      | -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       |   121000000 | NC      | $-1730.39      | -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       |   124000000 | NC      | $-1805.98      | -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       |    86000000 | NC      | $-1269.62      | -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       |    75000000 | NC      | $-1103.13      | -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       |    87000000 | NC      | $-1259.21      | -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       |    91000000 | NC      | $-1308.75      | -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       |    62000000 | NC      | $-924.01       | -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       |    70000000 | NC      | $-1051.10      | -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       |    59000000 | NC      | $-870.34       | -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       |    66000000 | NC      | $-973.22       | -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       |    64000000 | NC      | $-949.31       | -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       |    66000000 | NC      | $-990.04       | -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       |   175000000 | NC      | $-2656.71      | -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       |   156000000 | NC      | $-2541.40      | -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       |   123000000 | NC      | $-2025.70      | -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       |    48000000 | NC      | $-804.02       | -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       |    55000000 | NC      | $-920.65       | -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       |    53000000 | NC      | $-906.50       | -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       |    54000000 | NC      | $-889.16       | -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       |    50000000 | NC      | $-820.59       | -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       |    51000000 | NC      | $-831.84       | -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       |    51000000 | NC      | $-847.50       | -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       |    50000000 | NC      | $-824.60       | -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       |    53000000 | NC      | $-886.24       | -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       |    50000000 | NC      | $-822.43       | -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       |    51000000 | NC      | $-846.28       | -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       |    49000000 | NC      | $-820.34       | -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       |    60000000 | NC      | $-987.18       | -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       |     6000000 | NC      | $-98.29        | -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       |     9000000 | NC      | $-147.37       | -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       |     8000000 | NC      | $-130.94       | -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       |     7000000 | NC      | $-115.64       | -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       |     9000000 | NC      | $-150.47       | -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       |    10000000 | NC      | $-166.40       | -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       |    10000000 | NC      | $-165.06       | -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       |    12000000 | NC      | $-199.60       | -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       |    11000000 | NC      | $-184.17       | -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       |    11000000 | NC      | $-183.99       | -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       |    22000000 | NC      | $-367.54       | -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       |    22000000 | NC      | $-368.46       | -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       |    20000000 | NC      | $-334.23       | -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       |    28000000 | NC      | $-472.51       | -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       |    26000000 | NC      | $-440.91       | -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       |    25000000 | NC      | $-431.06       | -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       |    22000000 | NC      | $-368.40       | -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       |    23000000 | NC      | $-385.67       | -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       |    22000000 | NC      | $-369.40       | -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       |    37000000 | NC      | $-622.97       | -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       |    27000000 | NC      | $-445.95       | -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       |    31000000 | NC      | $-515.77       | -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       |   106000000 | NC      | $-1748.29      | -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       |    91000000 | NC      | $-1516.42      | -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       |    67000000 | NC      | $-1109.68      | -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       |   123000000 | NC      | $-2048.42      | -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       |    48000000 | NC      | $-771.64       | -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       |     2000000 | NC      | $-32.44        | -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       |    12000000 | NC      | $-191.73       | -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       |    10000000 | NC      | $-160.71       | -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       |    10000000 | NC      | $-162.99       | -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       |     8000000 | NC      | $-131.83       | -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       |   795200000 | NC      | $-99381.24     | -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       |    97340000 | NC      | $25534.12      | 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       |   324740000 | NC      | $-305685.37    | -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       |    25580000 | NC      | $-53790.23     | -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       |   153280000 | NC      | $-90664.65     | -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       |    14940000 | NC      | $-25114.02     | -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       |    14930000 | NC      | $-26903.09     | -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       |    15040000 | NC      | $-28377.66     | -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       |    15010000 | NC      | $-26653.19     | -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       |    14990000 | NC      | $-28593.88     | -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       |    14960000 | NC      | $-26748.67     | -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       |    14890000 | NC      | $-28504.33     | -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       |    14820000 | NC      | $-30335.48     | -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       |    14650000 | NC      | $-31927.26     | -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       |    14560000 | NC      | $-36327.63     | -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       |    14310000 | NC      | $-41562.20     | -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       |    14070000 | NC      | $-42179.59     | -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       |    13360000 | NC      | $-37545.03     | -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       |     7860000 | NC      | $-21579.67     | -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       |     8000000 | NC      | $-20780.41     | -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       |     7990000 | NC      | $-19626.89     | -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       |     7700000 | NC      | $-18877.37     | -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       |     7620000 | NC      | $-17471.55     | -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       |     7360000 | NC      | $-13286.19     | -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       |    18400000 | NC      | $-37193.65     | -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       |     6970000 | NC      | $-15225.96     | -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       |     6530000 | NC      | $-13465.63     | -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       |     6190000 | NC      | $-13719.75     | -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       |     3950000 | NC      | $-8901.43      | -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       |     3780000 | NC      | $-8086.60      | -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       |     3720000 | NC      | $-8501.85      | -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       |     1550000 | NC      | $-3732.16      | -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      | $-2524.31      | -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       |     1350000 | NC      | $-2990.01      | -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       |     1440000 | NC      | $-3360.18      | -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       |     1360000 | NC      | $-3183.14      | -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       |     1250000 | NC      | $-3050.83      | -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       |     1570000 | NC      | $-3561.83      | -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       |     1180000 | NC      | $-2575.04      | -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       |     1090000 | NC      | $-2397.29      | -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       |     1040000 | NC      | $-2269.87      | -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       |     1060000 | NC      | $-2142.00      | -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      | $-2125.14      | -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       |     1030000 | NC      | $-1809.60      | -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       |     1210000 | NC      | $-2114.46      | -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       |      960000 | NC      | $-1649.88      | -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       |      980000 | NC      | $-1766.23      | -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       |      970000 | NC      | $-1774.61      | -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       |      930000 | NC      | $-1728.24      | -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       |      880000 | NC      | $-1526.09      | -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       |     9020000 | NC      | $-13008.38     | -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       |     7950000 | NC      | $-12705.74     | -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       |     7070000 | NC      | $-9286.88      | -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       |     6150000 | NC      | $-9257.39      | -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       |     5220000 | NC      | $-8188.34      | -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       |     4320000 | NC      | $-7556.15      | -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       |     3710000 | NC      | $-6116.07      | -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       |     2910000 | NC      | $-5445.40      | -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       |     3000000 | NC      | $-5162.59      | -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       |     2900000 | NC      | $-4714.29      | -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       |     2750000 | NC      | $-4619.52      | -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       |     2480000 | NC      | $-4398.10      | -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       |     2350000 | NC      | $-4013.62      | -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       |     2030000 | NC      | $-3413.41      | -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       |     1530000 | NC      | $-2934.37      | -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       |     1290000 | NC      | $-2688.22      | -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       |     1570000 | NC      | $-3228.90      | -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       |     1140000 | NC      | $-2254.62      | -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       |     1070000 | NC      | $-2010.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-1654.19      | -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       |      990000 | NC      | $-1793.55      | -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       |     1610000 | NC      | $-2656.75      | -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       |     1090000 | NC      | $-1717.58      | -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       |      920000 | NC      | $-1429.88      | -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       |    10980000 | NC      | $-17459.16     | -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       |     8930000 | NC      | $-13790.38     | -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       |     8280000 | NC      | $-12638.59     | -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       |    13230000 | NC      | $-20964.23     | -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       |    13410000 | NC      | $-22555.16     | -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       |     2660000 | NC      | $-4675.92      | -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       |     4820000 | NC      | $-8418.21      | -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       |    15180000 | NC      | $-30117.23     | -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       |   398000000 | NC      | $-6226.49      | -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       |   118000000 | NC      | $-1857.88      | -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       |   163000000 | NC      | $-2577.53      | -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       |   227000000 | NC      | $-3540.64      | -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       |   189000000 | NC      | $-2944.93      | -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       |   191000000 | NC      | $-2972.21      | -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       |   119000000 | NC      | $-1824.72      | -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       |    91000000 | NC      | $-1423.90      | -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       |    90000000 | NC      | $-1409.15      | -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       |    89000000 | NC      | $-1406.35      | -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       |    87000000 | NC      | $-1373.28      | -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       |    74000000 | NC      | $-1170.64      | -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       |   103000000 | NC      | $-1615.48      | -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       |    57000000 | NC      | $-904.62       | -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       |    56000000 | NC      | $-893.05       | -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       |    60000000 | NC      | $-974.28       | -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       |    60000000 | NC      | $-952.96       | -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       |    55000000 | NC      | $-756.03       | -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       |    55000000 | NC      | $-778.95       | -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       |    60000000 | NC      | $-850.03       | -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       |    59000000 | NC      | $-843.51       | -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       |    58000000 | NC      | $-834.91       | -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       |    57000000 | NC      | $-821.10       | -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       |    52000000 | NC      | $-734.83       | -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       |    54000000 | NC      | $-747.38       | -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       |    34710000 | NC      | $-1720.58      | -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       |     6100000 | NC      | $17383.22      | 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       |    81280000 | NC      | $29418.06      | 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       |    22090000 | NC      | $-16869.43     | -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       |    52980000 | NC      | $-107731.71    | -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       |   684380000 | NC      | $-450701.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44410000 | NC      | $-46155.10     | -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       |    14900000 | NC      | $-29371.97     | -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       |    14910000 | NC      | $-29743.69     | -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       |    14830000 | NC      | $-30854.31     | -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       |    14410000 | NC      | $-34469.69     | -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       |    13830000 | NC      | $-34888.67     | -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       |    13050000 | NC      | $-32564.33     | -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       |    12310000 | NC      | $-31149.16     | -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       |    11510000 | NC      | $-29276.53     | -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       |    10770000 | NC      | $-27698.84     | -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       |    10550000 | NC      | $-25477.43     | -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       |    10310000 | NC      | $-23060.97     | -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       |    10080000 | NC      | $-21866.86     | -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       |    10210000 | NC      | $-23301.46     | -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       |     9980000 | NC      | $-21868.92     | -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       |     9510000 | NC      | $-18974.40     | -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       |     9260000 | NC      | $-18460.63     | -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       |     8540000 | NC      | $-17508.37     | -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       |     8220000 | NC      | $-16381.98     | -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       |     7890000 | NC      | $-15545.69     | -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       |     7620000 | NC      | $-15082.71     | -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       |     7360000 | NC      | $-13665.30     | -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       |     7090000 | NC      | $-13345.36     | -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       |     6810000 | NC      | $-12205.06     | -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       |     6560000 | NC      | $-8858.45      | -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       |     1050000 | NC      | $-1186.10      | -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       |     1210000 | NC      | $-1460.41      | -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       |     1520000 | NC      | $-1989.69      | -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       |     1400000 | NC      | $-2055.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-1897.36      | -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       |     3410000 | NC      | $-4484.80      | -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       |     1900000 | NC      | $-2429.89      | -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       |     1450000 | NC      | $-1865.45      | -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       |     1320000 | NC      | $-1816.45      | -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       |     1120000 | NC      | $-1495.86      | -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       |      930000 | NC      | $-1209.49      | -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       |     1130000 | NC      | $-1429.83      | -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       |     1190000 | NC      | $-1473.92      | -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       |     1240000 | NC      | $-1604.73      | -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       |     1230000 | NC      | $-1523.35      | -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       |     1400000 | NC      | $-1761.46      | -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       |     1390000 | NC      | $-1927.71      | -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       |     1320000 | NC      | $-1852.98      | -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       |     1490000 | NC      | $-2095.21      | -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       |     1360000 | NC      | $-1939.62      | -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       |     1530000 | NC      | $-2276.70      | -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       |     1950000 | NC      | $-2850.93      | -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       |     1890000 | NC      | $-2861.55      | -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       |     1980000 | NC      | $-2991.38      | -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       |      860000 | NC      | $-1382.28      | -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       |     1390000 | NC      | $-2374.46      | -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       |     1040000 | NC      | $-1859.54      | -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       |     1260000 | NC      | $-2241.05      | -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       |     1510000 | NC      | $-2944.97      | -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       |     1340000 | NC      | $-2645.41      | -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       |     1590000 | NC      | $-3326.53      | -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       |     2270000 | NC      | $-4928.04      | -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       |     1960000 | NC      | $-3984.11      | -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       |     1580000 | NC      | $-3116.56      | -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       |     3550000 | NC      | $-7237.91      | -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       |     2200000 | NC      | $-4526.70      | -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       |     5170000 | NC      | $-10649.46     | -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       |     4510000 | NC      | $-9658.48      | -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       |     3240000 | NC      | $-9002.40      | -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       | 18706000000 | NC      | $-470390.81    | -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       |     2000000 | NC      | $-29.52        | -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       |     1000000 | NC      | $-14.82        | -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       |     9980000 | NC      | $-32144.44     | -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       |    70180000 | NC      | $-48915.01     | -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       |     3000000 | NC      | $-35.95        | -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       |     3000000 | NC      | $-35.18        | -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       |     3000000 | NC      | $-35.29        | -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       |     3000000 | NC      | $-39.17        | -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       |     5000000 | NC      | $-64.56        | -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       |     4000000 | NC      | $-48.31        | -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       |     4000000 | NC      | $-40.76        | -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       |    14000000 | NC      | $-140.63       | -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       |    15000000 | NC      | $-155.04       | -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       |     7000000 | NC      | $-66.15        | -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       |    11000000 | NC      | $-102.35       | -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       |    17000000 | NC      | $-154.25       | -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       |     5000000 | NC      | $-43.61        | -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       |     2000000 | NC      | $-17.50        | -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       |     2000000 | NC      | $-20.19        | -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       |     2000000 | NC      | $-20.24        | -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       |    10000000 | NC      | $-87.34        | -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       |     8000000 | NC      | $-74.82        | -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       |     6000000 | NC      | $-55.61        | -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       |    10000000 | NC      | $-93.17        | -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       |    17000000 | NC      | $-193.20       | -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       |      960000 | NC      | $-2132.64      | -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       |     5620000 | NC      | $-13239.84     | -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       |     5120000 | NC      | $-12189.53     | -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       |     3560000 | NC      | $-8389.32      | -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       |     2550000 | NC      | $-5221.64      | -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       |     1200000 | NC      | $-2356.29      | -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       |      920000 | NC      | $-1958.07      | -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       |     1390000 | NC      | $-2370.85      | -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       |      930000 | NC      | $-1858.55      | -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       |     1610000 | NC      | $-3334.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-2441.26      | -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       |     4310000 | NC      | $-16331.75     | -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       |     2790000 | NC      | $-10715.27     | -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       |    11890000 | NC      | $-47417.99     | -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       |    14450000 | NC      | $-61802.30     | -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       |    14200000 | NC      | $-60410.75     | -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       |    13800000 | NC      | $-58069.27     | -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       |    14650000 | NC      | $-64042.32     | -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       |    14860000 | NC      | $-62374.95     | -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       |    15040000 | NC      | $-62466.04     | -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       |    15040000 | NC      | $-61036.31     | -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       |    15050000 | NC      | $-59235.20     | -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       |    15050000 | NC      | $-58453.97     | -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       |    14950000 | NC      | $-56829.61     | -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       |    14940000 | NC      | $-55270.94     | -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       |     1580000 | NC      | $3241.24       | 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       |    21670000 | NC      | $-30704.24     | -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       |    53480000 | NC      | $-27231.19     | -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       |    22000000 | NC      | $-163.77       | -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       |     7000000 | NC      | $-54.57        | -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       |     7000000 | NC      | $-55.86        | -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       |    11000000 | NC      | $-100.48       | -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       |    17000000 | NC      | $-149.78       | -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       |    21000000 | NC      | $-185.76       | -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       |    18000000 | NC      | $-149.96       | -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       |    27000000 | NC      | $-228.26       | -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       |    20000000 | NC      | $-172.00       | -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       |    20000000 | NC      | $-178.56       | -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       |    21000000 | NC      | $-182.38       | -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       |    28000000 | NC      | $-236.71       | -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       |    27000000 | NC      | $-202.62       | -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       |    14000000 | NC      | $-102.16       | -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       |    10000000 | NC      | $-72.37        | -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       |    13000000 | NC      | $-90.91        | -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       |    15000000 | NC      | $-117.14       | -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       |    13000000 | NC      | $-102.47       | -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       |    14000000 | NC      | $-123.29       | -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       |     4000000 | NC      | $-31.87        | -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       |   346000000 | NC      | $-3021.84      | -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       |   341000000 | NC      | $-3056.90      | -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       |   323000000 | NC      | $-2868.07      | -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       |   341000000 | NC      | $-2816.45      | -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       |   311000000 | NC      | $-2500.55      | -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       |   291000000 | NC      | $-2530.87      | -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       |   189000000 | NC      | $-1613.90      | -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       |   145000000 | NC      | $-1257.57      | -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       |   204000000 | NC      | $-1754.38      | -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       |   278000000 | NC      | $-2475.25      | -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       |    10000000 | NC      | $-90.13        | -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       |     4000000 | NC      | $-36.68        | -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       |     3000000 | NC      | $-26.27        | -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       |     7000000 | NC      | $-63.01        | -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       |    33000000 | NC      | $-289.41       | -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       |    23000000 | NC      | $-226.57       | -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       |    28000000 | NC      | $-300.25       | -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       |    30000000 | NC      | $-336.96       | -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       |    53000000 | NC      | $-628.62       | -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       |    43000000 | NC      | $-502.22       | -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       |    22000000 | NC      | $-254.56       | -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       |     4000000 | NC      | $-44.05        | -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       |     1120000 | NC      | $1874.68       | 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       |    15040000 | NC      | $-58794.12     | -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       |    15050000 | NC      | $-61048.36     | -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       |    15040000 | NC      | $-56280.15     | -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       |    15040000 | NC      | $-53405.89     | -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       |    15030000 | NC      | $-56361.88     | -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       |    15040000 | NC      | $-57981.74     | -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       |    15030000 | NC      | $-58709.35     | -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       |    15030000 | NC      | $-56438.13     | -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       |    15010000 | NC      | $-55248.91     | -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       |    15010000 | NC      | $-56919.73     | -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       |    14700000 | NC      | $-55776.79     | -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       |    14970000 | NC      | $-56991.02     | -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       |    14860000 | NC      | $-56131.42     | -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       |    14770000 | NC      | $-55733.40     | -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       |    14560000 | NC      | $-54871.76     | -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       |    14290000 | NC      | $-50933.42     | -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       |    13880000 | NC      | $-52612.64     | -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       |    14000000 | NC      | $-53777.25     | -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       |    13640000 | NC      | $-52951.64     | -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       |    13230000 | NC      | $-50366.82     | -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       |    12810000 | NC      | $-47077.97     | -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       |     9340000 | NC      | $-33468.32     | -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       |    10890000 | NC      | $-38427.27     | -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       |    10530000 | NC      | $-35025.70     | -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       |    10200000 | NC      | $-34990.06     | -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       |     9890000 | NC      | $-33259.16     | -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       |     1540000 | NC      | $-5340.63      | -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       |     2440000 | NC      | $-8503.06      | -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       |     2460000 | NC      | $-8676.63      | -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       |     2400000 | NC      | $-7812.87      | -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       |     2310000 | NC      | $-7165.67      | -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       |     1010000 | NC      | $-3060.76      | -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      | $-3621.63      | -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       |     1570000 | NC      | $-4270.82      | -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       |     1490000 | NC      | $-3468.31      | -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       |     2270000 | NC      | $-5087.40      | -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       |     1950000 | NC      | $-4298.41      | -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       |     1530000 | NC      | $-3428.66      | -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       |      960000 | NC      | $-2255.27      | -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       |   156700000 | NC      | $344886.54     | 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       |    21660000 | NC      | $117035.44     | 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       |    53570000 | NC      | $144409.12     | 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       |   384640000 | NC      | $-302107.46    | -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       |   532960000 | NC      | $118112.59     | 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       |     1800000 | NC      | $872.80        | 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       |   496600000 | NC      | $192772.72     | 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       |   594670000 | NC      | $-347313.90    | -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       |     8000000 | NC      | $-50.86        | -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       |     4000000 | NC      | $-28.31        | -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       |     4000000 | NC      | $-24.31        | -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       |     5000000 | NC      | $-30.70        | -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       |    10000000 | NC      | $-67.61        | -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       |     7000000 | NC      | $-53.30        | -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       |     5000000 | NC      | $-36.31        | -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       |     5000000 | NC      | $-35.70        | -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       |    11000000 | NC      | $-79.33        | -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       |    22000000 | NC      | $-154.92       | -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       |     3000000 | NC      | $-23.50        | -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       |     3000000 | NC      | $-21.45        | -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       |     3000000 | NC      | $-22.00        | -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       |     4000000 | NC      | $-27.82        | -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       |     2000000 | NC      | $-12.96        | -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       |     4000000 | NC      | $-27.68        | -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       |     3000000 | NC      | $-20.69        | -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       |     2000000 | NC      | $-13.57        | -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       |     4000000 | NC      | $-24.75        | -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       |     5000000 | NC      | $-31.37        | -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       |    32000000 | NC      | $-230.01       | -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       |    50000000 | NC      | $-378.88       | -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       |    44000000 | NC      | $-281.91       | -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       |    65000000 | NC      | $-422.02       | -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       |    17000000 | NC      | $-97.08        | -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       |    19000000 | NC      | $-113.62       | -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       |     7000000 | NC      | $-45.70        | -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       |     8000000 | NC      | $-53.69        | -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       |     3000000 | NC      | $-19.66        | -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       |     2000000 | NC      | $-12.99        | -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      | $-6.39         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-6.49         | -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       |     3000000 | NC      | $-18.89        | -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       |    56000000 | NC      | $-354.02       | -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       |    13000000 | NC      | $-78.21        | -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       |    73000000 | NC      | $-405.30       | -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       |     7000000 | NC      | $-36.04        | -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       |     6000000 | NC      | $-37.35        | -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       |    17150000 | NC      | $-14150.60     | -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       |    34150000 | NC      | $100208.30     | 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       |    37430000 | NC      | $225982.72     | 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       |    35950000 | NC      | $122471.18     | 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       |    63250000 | NC      | $136207.03     | 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       |     3000000 | NC      | $-37.33        | -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       |     2000000 | NC      | $-25.13        | -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       |     9000000 | NC      | $-86.34        | -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       |     2000000 | NC      | $-18.50        | -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       |    15000000 | NC      | $-136.90       | -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       |    12000000 | NC      | $-109.69       | -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       |    14000000 | NC      | $-127.76       | -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       |    13000000 | NC      | $-119.06       | -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       |    15000000 | NC      | $-138.47       | -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       |    14000000 | NC      | $-128.16       | -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       |    16000000 | NC      | $-148.01       | -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       |     1000000 | NC      | $-9.24         | -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       |     2000000 | NC      | $-18.65        | -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       |     3000000 | NC      | $-28.95        | -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       |     9000000 | NC      | $-83.90        | -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       |     3000000 | NC      | $-28.44        | -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       |     7000000 | NC      | $-64.70        | -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       |    15000000 | NC      | $-111.30       | -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       |    13000000 | NC      | $-75.73        | -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       |    10000000 | NC      | $-62.74        | -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       |     4000000 | NC      | $-27.10        | -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       |     1000000 | NC      | $-6.29         | -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       |     3000000 | NC      | $-19.58        | -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       |     3000000 | NC      | $-18.89        | -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       |     6000000 | NC      | $-37.66        | -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       |    38000000 | NC      | $-225.66       | -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       |    37000000 | NC      | $-227.51       | -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       |    19000000 | NC      | $-116.56       | -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       |    13000000 | NC      | $-78.43        | -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       |    38000000 | NC      | $-216.75       | -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       |    43000000 | NC      | $-242.90       | -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       |   862000000 | NC      | $-4962.11      | -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       |   430000000 | NC      | $-2141.72      | -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       |   444000000 | NC      | $-1868.51      | -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       |   779000000 | NC      | $-3531.44      | -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       |   687000000 | NC      | $-3150.04      | -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       |   761910000 | NC      | $176102.57     | 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       |   118030000 | NC      | $939956.47     | 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      | $1203.90       | 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       |   365100000 | NC      | $158111.97     | 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       |    88130000 | NC      | $-31954.56     | -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       |    17000000 | NC      | $-113.05       | -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       |    16000000 | NC      | $-93.33        | -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       |    20000000 | NC      | $-109.57       | -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       |    22000000 | NC      | $-127.79       | -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       |    19000000 | NC      | $-102.94       | -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       |    22000000 | NC      | $-111.92       | -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       |    19000000 | NC      | $-95.73        | -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       |    25000000 | NC      | $-124.43       | -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       |    33000000 | NC      | $-135.15       | -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       |    22000000 | NC      | $-93.61        | -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       |    14000000 | NC      | $-54.41        | -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       |    66000000 | NC      | $-250.06       | -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       |     8000000 | NC      | $-39.52        | -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       |    29000000 | NC      | $-129.78       | -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       |    17000000 | NC      | $-81.28        | -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       |    22000000 | NC      | $-101.42       | -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       |    35000000 | NC      | $-160.92       | -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       |    29000000 | NC      | $-116.63       | -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       |    23000000 | NC      | $-99.55        | -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       |    70000000 | NC      | $-386.93       | -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       |    15000000 | NC      | $-87.69        | -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       |   122000000 | NC      | $-716.12       | -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       |    78000000 | NC      | $-465.46       | -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       |   188000000 | NC      | $-1165.52      | -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       |   108000000 | NC      | $-714.37       | -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       |    96000000 | NC      | $-602.19       | -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       |    51000000 | NC      | $-334.85       | -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       |    19000000 | NC      | $-120.58       | -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       |    31000000 | NC      | $-181.20       | -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       |    25000000 | NC      | $-141.25       | -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       |    23000000 | NC      | $-124.32       | -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       |    22000000 | NC      | $-107.89       | -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       |    21000000 | NC      | $-129.68       | -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       |    21000000 | NC      | $-151.20       | -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       |    10000000 | NC      | $-66.88        | -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       |    39000000 | NC      | $-258.92       | -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       |     9000000 | NC      | $-65.57        | -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       |    45000000 | NC      | $-290.52       | -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       |    10000000 | NC      | $-64.68        | -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       |    93000000 | NC      | $-476.53       | -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       |    76000000 | NC      | $-436.82       | -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       |    36000000 | NC      | $-198.11       | -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       |   140000000 | NC      | $-693.37       | -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       |    19000000 | NC      | $-126.61       | -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       |   260000000 | NC      | $2908.97       | 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       |   351000000 | NC      | $5018.83       | 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       |   344000000 | NC      | $5975.62       | 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       |   491000000 | NC      | $8730.40       | 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       |   442000000 | NC      | $6464.79       | 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       |   418000000 | NC      | $5685.91       | 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       |   398000000 | NC      | $5511.62       | 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       |   431000000 | NC      | $6321.56       | 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       |   453000000 | NC      | $5568.72       | 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       |   544000000 | NC      | $6887.73       | 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       |   577000000 | NC      | $5582.61       | 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       |   591000000 | NC      | $3713.57       | 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       |   557000000 | NC      | $3158.72       | 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       |   529000000 | NC      | $4166.81       | 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       |   571000000 | NC      | $4310.98       | 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       |   544000000 | NC      | $3440.45       | 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       |   466000000 | NC      | $3670.57       | 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       |   448000000 | NC      | $4004.84       | 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       |   460000000 | NC      | $3867.70       | 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       |   428000000 | NC      | $4281.01       | 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       |   116000000 | NC      | $871.05        | 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       |   153000000 | NC      | $1424.01       | 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       |   193000000 | NC      | $1780.53       | 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       |    16000000 | NC      | $158.07        | 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       |    17000000 | NC      | $152.67        | 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       |    21000000 | NC      | $228.94        | 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       |    31000000 | NC      | $301.20        | 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       |    44000000 | NC      | $481.49        | 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       |    47000000 | NC      | $504.70        | 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       |    51000000 | NC      | $543.49        | 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       |   138000000 | NC      | $1549.64       | 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       |   114000000 | NC      | $1228.85       | 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       |   680000000 | NC      | $6690.38       | 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       |    81000000 | NC      | $525.51        | 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       |    74000000 | NC      | $607.07        | 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       |    85000000 | NC      | $766.79        | 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       |    47000000 | NC      | $375.97        | 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       |    45000000 | NC      | $540.29        | 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       |    49000000 | NC      | $760.84        | 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       |    51000000 | NC      | $737.58        | 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       |    22000000 | NC      | $293.86        | 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       |    24000000 | NC      | $295.03        | 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       |    14000000 | NC      | $166.38        | 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       |    18000000 | NC      | $202.86        | 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       |    21000000 | NC      | $223.79        | 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       |    15000000 | NC      | $169.66        | 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       |    12000000 | NC      | $141.14        | 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       |     9000000 | NC      | $112.11        | 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       |     8000000 | NC      | $78.71         | 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       |    14000000 | NC      | $160.65        | 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       |    69000000 | NC      | $817.16        | 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       |    41000000 | NC      | $467.11        | 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       |    62000000 | NC      | $894.13        | 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       |    55000000 | NC      | $833.73        | 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       |    21000000 | NC      | $310.59        | 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       |   406000000 | NC      | $6187.66       | 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       |    23000000 | NC      | $317.56        | 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       |    38000000 | NC      | $507.57        | 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       |    41000000 | NC      | $634.94        | 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       |    90000000 | NC      | $1423.25       | 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       |   453000000 | NC      | $7590.60       | 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       |    55000000 | NC      | $842.74        | 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       |    81000000 | NC      | $1151.56       | 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       |    86000000 | NC      | $1229.68       | 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       |   118000000 | NC      | $1759.72       | 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       |    85000000 | NC      | $1379.01       | 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       |    91000000 | NC      | $1651.63       | 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       |    77000000 | NC      | $1381.75       | 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       |    31000000 | NC      | $543.58        | 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       |    33000000 | NC      | $527.27        | 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       |    54000000 | NC      | $955.74        | 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       |    64000000 | NC      | $1258.68       | 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       |    70000000 | NC      | $1325.01       | 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       |    72000000 | NC      | $1374.68       | 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       |    24000000 | NC      | $507.45        | 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       |    32000000 | NC      | $733.08        | 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       |    38000000 | NC      | $833.09        | 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       |    34000000 | NC      | $703.54        | 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       |    65000000 | NC      | $1145.10       | 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       |    59000000 | NC      | $928.19        | 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       |    76000000 | NC      | $1226.77       | 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       |   104000000 | NC      | $1674.47       | 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       |    83000000 | NC      | $1132.42       | 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       |   115000000 | NC      | $1771.50       | 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       |   105000000 | NC      | $1557.25       | 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       |    26000000 | NC      | $395.19        | 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       |    33000000 | NC      | $504.29        | 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       |    38000000 | NC      | $600.93        | 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       |    33000000 | NC      | $467.81        | 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       |    22000000 | NC      | $222.75        | 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       |    39000000 | NC      | $429.96        | 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       |    46000000 | NC      | $625.72        | 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       |    61000000 | NC      | $882.21        | 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       |    58000000 | NC      | $874.44        | 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       |    51000000 | NC      | $827.41        | 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       |    42000000 | NC      | $760.57        | 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       |    39000000 | NC      | $803.80        | 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       |    27000000 | NC      | $471.23        | 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       |    41000000 | NC      | $574.50        | 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       |    37000000 | NC      | $488.15        | 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       |    46000000 | NC      | $556.07        | 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       |    54000000 | NC      | $708.02        | 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       |    53000000 | NC      | $675.38        | 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       |    64000000 | NC      | $912.49        | 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       |    57000000 | NC      | $798.69        | 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       |    81000000 | NC      | $1138.29       | 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       |    69000000 | NC      | $1014.86       | 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       |    62000000 | NC      | $1008.41       | 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       |    66000000 | NC      | $1035.61       | 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       |    75000000 | NC      | $1093.90       | 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       |    94000000 | NC      | $1509.62       | 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       |   104000000 | NC      | $1474.28       | 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       |   103000000 | NC      | $1219.82       | 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       |   115000000 | NC      | $1441.93       | 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       |   126000000 | NC      | $1487.05       | 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       |   113000000 | NC      | $1338.25       | 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       |   115000000 | NC      | $1536.06       | 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       |    11000000 | NC      | $148.28        | 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       |   131000000 | NC      | $1760.50       | 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       |   137000000 | NC      | $1880.39       | 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       |   118000000 | NC      | $1450.57       | 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       |   105000000 | NC      | $1106.07       | 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       |    98000000 | NC      | $920.13        | 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       |     9000000 | NC      | $80.46         | 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       |    27000000 | NC      | $250.19        | 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       |    44000000 | NC      | $497.69        | 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       |    83000000 | NC      | $982.96        | 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       |    65000000 | NC      | $737.88        | 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       |    62000000 | NC      | $670.86        | 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       |    60000000 | NC      | $700.76        | 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       |    57000000 | NC      | $675.05        | 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       |    71000000 | NC      | $811.80        | 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       |    52000000 | NC      | $483.98        | 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       |    26000000 | NC      | $283.45        | 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       |    37000000 | NC      | $468.47        | 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       |    25000000 | NC      | $343.14        | 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       |    50000000 | NC      | $702.65        | 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       |    34000000 | NC      | $447.18        | 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       |   106000000 | NC      | $1520.00       | 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       |    93000000 | NC      | $1238.40       | 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       |    89000000 | NC      | $1021.25       | 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       |   125000000 | NC      | $1505.93       | 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       |    82000000 | NC      | $1195.99       | 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       |    83000000 | NC      | $1152.81       | 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       |   190000000 | NC      | $2537.84       | 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       |    66000000 | NC      | $1089.68       | 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       |    70000000 | NC      | $1167.20       | 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       |    11000000 | NC      | $186.12        | 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       |    77000000 | NC      | $1542.77       | 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       |    68000000 | NC      | $1359.67       | 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       |    70000000 | NC      | $1304.92       | 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       |    93000000 | NC      | $1794.69       | 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       |    74000000 | NC      | $1437.14       | 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       |    80000000 | NC      | $1563.51       | 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       |    78000000 | NC      | $1754.85       | 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       |    67000000 | NC      | $1625.67       | 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       |    76000000 | NC      | $1762.90       | 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       |   116000000 | NC      | $2628.83       | 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      | $2389.06       | 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       |    34000000 | NC      | $617.09        | 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       |    23000000 | NC      | $429.70        | 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       |    96000000 | NC      | $1954.96       | 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       |   178000000 | NC      | $3588.33       | 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       |    35000000 | NC      | $696.96        | 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       |    71000000 | NC      | $1375.97       | 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       |    29000000 | NC      | $512.08        | 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       |    27000000 | NC      | $430.30        | 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       |    36000000 | NC      | $616.51        | 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       |    36000000 | NC      | $855.76        | 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       |   167000000 | NC      | $3942.31       | 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       |   186000000 | NC      | $4207.56       | 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       |   373000000 | NC      | $10445.31      | 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       |   340000000 | NC      | $8850.31       | 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       |   308000000 | NC      | $7802.19       | 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       |   311000000 | NC      | $8261.59       | 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       |   152000000 | NC      | $3731.79       | 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       |   166000000 | NC      | $3734.68       | 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       |   186000000 | NC      | $4406.11       | 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       |   192000000 | NC      | $4556.13       | 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       |   197000000 | NC      | $4836.60       | 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       |   210000000 | NC      | $5060.89       | 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       |   212000000 | NC      | $4830.52       | 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       |   169000000 | NC      | $3580.23       | 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       |    66000000 | NC      | $1411.73       | 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       |    88000000 | NC      | $1828.15       | 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       |   246000000 | NC      | $5605.22       | 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       |   158000000 | NC      | $3211.07       | 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       |   169000000 | NC      | $3517.82       | 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       |   158000000 | NC      | $3386.10       | 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       |   217000000 | NC      | $4294.42       | 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       |   224000000 | NC      | $4671.87       | 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       |   223000000 | NC      | $4495.49       | 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       |   206000000 | NC      | $3975.35       | 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       |   247000000 | NC      | $5040.10       | 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       |   205000000 | NC      | $3888.81       | 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       |   204000000 | NC      | $3468.44       | 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       |    68090000 | NC      | $118668.62     | 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       |     1060000 | NC      | $-3694.83      | -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       |    11260000 | NC      | $-38561.78     | -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       |    10590000 | NC      | $-37075.76     | -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       |    10120000 | NC      | $-35401.32     | -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       |     3410000 | NC      | $-11577.07     | -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       |    13660000 | NC      | $28764.57      | 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       |    43590000 | NC      | $148474.20     | 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       |    18220000 | NC      | $11428.88      | 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       | 23457000000 | NC      | $496497.79     | 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       |  2273000000 | NC      | $43366.02      | 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       |    20000000 | NC      | $27.85         | 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       |   887000000 | NC      | $1200.93       | 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       |  1235000000 | NC      | $3703.67       | 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       |  1229000000 | NC      | $3766.67       | 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       |  1169000000 | NC      | $3596.95       | 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       |   771000000 | NC      | $2927.42       | 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       |   243000000 | NC      | $959.24        | 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       |   172000000 | NC      | $692.43        | 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       |  1181000000 | NC      | $4698.71       | 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       |  1011000000 | NC      | $4013.02       | 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       |   848000000 | NC      | $3228.42       | 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       |   726000000 | NC      | $2743.15       | 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       |   675000000 | NC      | $2714.08       | 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       |  1160000000 | NC      | $4539.64       | 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       |  1041000000 | NC      | $4061.80       | 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       |   791000000 | NC      | $3335.08       | 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       |   854000000 | NC      | $3643.48       | 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       |   658000000 | NC      | $2742.00       | 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       |   531000000 | NC      | $2304.70       | 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       |   427000000 | NC      | $1813.64       | 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       |   286000000 | NC      | $1199.32       | 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       |   694000000 | NC      | $2920.36       | 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       |   662000000 | NC      | $2833.99       | 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       |   680000000 | NC      | $3109.55       | 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       |  1330000000 | NC      | $6594.26       | 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       |   314000000 | NC      | $1510.95       | 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       |   215000000 | NC      | $972.80        | 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       |   334000000 | NC      | $1551.73       | 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       |   432000000 | NC      | $2153.69       | 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       |   423000000 | NC      | $2027.21       | 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       |   404000000 | NC      | $1937.34       | 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       |   951000000 | NC      | $4441.86       | 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       |   843000000 | NC      | $4081.11       | 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       |   140000000 | NC      | $705.05        | 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       |   414000000 | NC      | $1793.66       | 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       |   374000000 | NC      | $1505.81       | 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       |   383000000 | NC      | $1686.37       | 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       |   414000000 | NC      | $1963.92       | 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       |  1065000000 | NC      | $5078.03       | 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       |   549000000 | NC      | $2550.86       | 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       |   742000000 | NC      | $3449.78       | 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       |   822000000 | NC      | $3779.31       | 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       |   388000000 | NC      | $1831.13       | 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       |   500000000 | NC      | $2566.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   594000000 | NC      | $3121.74       | 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       |  1206000000 | NC      | $6229.87       | 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       |  1212000000 | NC      | $6293.96       | 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       |  1103000000 | NC      | $5600.48       | 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       |  2320000000 | NC      | $11475.64      | 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       |  1201000000 | NC      | $5563.93       | 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       |   987000000 | NC      | $4689.78       | 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       |  1174000000 | NC      | $5604.05       | 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       |  1238000000 | NC      | $6063.32       | 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       |   974000000 | NC      | $4400.89       | 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       |   265000000 | NC      | $1196.07       | 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       |  1235000000 | NC      | $4797.15       | 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       |  1231000000 | NC      | $4438.51       | 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       |   974000000 | NC      | $3813.63       | 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       |   268000000 | NC      | $1048.03       | 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       |   635000000 | NC      | $2585.96       | 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       |  1069000000 | NC      | $4257.79       | 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       |   504000000 | NC      | $1967.75       | 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       |   646000000 | NC      | $2693.56       | 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       |   702000000 | NC      | $2722.37       | 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       |  1179000000 | NC      | $4485.71       | 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       |  1202000000 | NC      | $5021.21       | 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       |    18710000 | NC      | $1902.17       | 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       |   229070000 | NC      | $1213316.93    | 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       |    26990000 | NC      | $-7118.48      | -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       |   130220000 | NC      | $24477.31      | 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       |     3000000 | NC      | $-22.73        | -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       |    35000000 | NC      | $-300.96       | -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       |    29000000 | NC      | $-309.93       | -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       |    16000000 | NC      | $-172.74       | -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       |    17000000 | NC      | $-179.00       | -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       |    16000000 | NC      | $-171.96       | -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       |     8000000 | NC      | $-82.29        | -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       |     8000000 | NC      | $-88.40        | -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       |     8000000 | NC      | $-94.40        | -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       |     2000000 | NC      | $-22.93        | -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       |     2000000 | NC      | $-21.21        | -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       |     2000000 | NC      | $-21.69        | -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       |     6000000 | NC      | $-58.67        | -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       |     6000000 | NC      | $-61.87        | -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       |    75000000 | NC      | $-748.82       | -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       |    14000000 | NC      | $-135.87       | -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       |    13000000 | NC      | $-126.96       | -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       |    18000000 | NC      | $-171.41       | -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       |    24000000 | NC      | $-242.24       | -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       |    44000000 | NC      | $-424.36       | -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       |     1000000 | NC      | $-10.32        | -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       |    10000000 | NC      | $-112.20       | -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       |    11000000 | NC      | $-125.28       | -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       |     4000000 | NC      | $-43.62        | -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       |     4000000 | NC      | $-44.30        | -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       |     6000000 | NC      | $-66.67        | -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       |     5000000 | NC      | $-54.41        | -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       |     5000000 | NC      | $-55.92        | -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       |     5000000 | NC      | $-55.50        | -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       |     4000000 | NC      | $-44.97        | -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       |     6000000 | NC      | $-65.80        | -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       |     7000000 | NC      | $-79.98        | -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       |     2000000 | NC      | $-23.87        | -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       |     3000000 | NC      | $-39.13        | -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       |     2000000 | NC      | $-26.24        | -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       |     1000000 | NC      | $-15.42        | -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       |     1490000 | NC      | $537.22        | 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       |     1410000 | NC      | $545.23        | 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       |     2260000 | NC      | $830.95        | 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       |     1930000 | NC      | $776.12        | 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       |     1030000 | NC      | $390.94        | 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       |     1060000 | NC      | $408.63        | 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       |     1520000 | NC      | $696.20        | 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       |     1380000 | NC      | $783.27        | 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       |     1640000 | NC      | $866.34        | 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       |     1160000 | NC      | $616.92        | 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       |     1830000 | NC      | $1018.83       | 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       |     1330000 | NC      | $746.96        | 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       |     1320000 | NC      | $675.29        | 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       |     1680000 | NC      | $856.26        | 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       |     1830000 | NC      | $823.16        | 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       |     2670000 | NC      | $1175.28       | 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       |     2170000 | NC      | $906.16        | 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       |      930000 | NC      | $317.64        | 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       |      940000 | NC      | $260.83        | 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       |     1000000 | NC      | $298.00        | 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       |     1190000 | NC      | $419.72        | 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       |     1480000 | NC      | $555.77        | 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       |     1340000 | NC      | $446.54        | 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       |     1100000 | NC      | $341.76        | 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       |     1350000 | NC      | $315.55        | 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       |      950000 | NC      | $228.02        | 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       |     1280000 | NC      | $244.46        | 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       |     1360000 | NC      | $203.41        | 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       |     2070000 | NC      | $368.38        | 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       |     2750000 | NC      | $625.20        | 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       |     1630000 | NC      | $359.95        | 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       |     7310000 | NC      | $1301.78       | 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       |     1870000 | NC      | $395.68        | 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       |     1370000 | NC      | $247.06        | 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       |     2630000 | NC      | $450.92        | 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       |     1850000 | NC      | $340.40        | 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       |     2180000 | NC      | $359.58        | 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       |     2380000 | NC      | $254.65        | 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       |     2820000 | NC      | $341.73        | 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       |     3110000 | NC      | $549.79        | 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       |     2480000 | NC      | $406.13        | 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       |     2360000 | NC      | $540.17        | 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       |     3090000 | NC      | $950.88        | 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       |     2360000 | NC      | $747.24        | 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       |     2440000 | NC      | $717.56        | 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       |     2820000 | NC      | $775.81        | 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       |     1660000 | NC      | $368.15        | 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       |     1870000 | NC      | $426.47        | 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       |     6530000 | NC      | $1703.56       | 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       |     2070000 | NC      | $495.86        | 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       |     3910000 | NC      | $1075.67       | 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       |     1260000 | NC      | $234.67        | 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       |     1060000 | NC      | $117.18        | 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       |     1580000 | NC      | $363.50        | 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       |     2780000 | NC      | $491.12        | 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       |     4470000 | NC      | $821.96        | 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       |     6440000 | NC      | $1335.18       | 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       |     1250000 | NC      | $275.74        | 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       |     1010000 | NC      | $190.63        | 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       |     1270000 | NC      | $184.84        | 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       |     4910000 | NC      | $914.49        | 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       |   138000000 | NC      | $1767.88       | 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       |   186000000 | NC      | $2367.56       | 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       |   146000000 | NC      | $2079.58       | 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       |    92000000 | NC      | $1212.48       | 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       |    73000000 | NC      | $994.96        | 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       |     3000000 | NC      | $42.73         | 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       |     7000000 | NC      | $94.83         | 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       |    11000000 | NC      | $159.84        | 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       |    15000000 | NC      | $211.19        | 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       |    26000000 | NC      | $410.80        | 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       |    53000000 | NC      | $856.96        | 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       |    53000000 | NC      | $939.51        | 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       |    51000000 | NC      | $828.80        | 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       |    33000000 | NC      | $440.32        | 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       |    37000000 | NC      | $527.01        | 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       |    29000000 | NC      | $371.51        | 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       |    47000000 | NC      | $559.78        | 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       |    55000000 | NC      | $747.37        | 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       |    67000000 | NC      | $877.51        | 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       |    64000000 | NC      | $809.41        | 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       |    68000000 | NC      | $823.81        | 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       |    60000000 | NC      | $749.00        | 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       |    59000000 | NC      | $722.02        | 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       |   175000000 | NC      | $2105.78       | 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       |   188000000 | NC      | $2223.75       | 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       |   239000000 | NC      | $2905.25       | 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       |   180000000 | NC      | $2269.09       | 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       |   157000000 | NC      | $2165.54       | 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       |   156000000 | NC      | $2247.57       | 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       |   162000000 | NC      | $2373.83       | 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       |   111000000 | NC      | $1594.69       | 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       |   127000000 | NC      | $1892.17       | 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       |   119000000 | NC      | $1821.73       | 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       |    87000000 | NC      | $1207.14       | 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       |   113000000 | NC      | $1577.15       | 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       |   111000000 | NC      | $1544.69       | 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       |   123000000 | NC      | $1721.76       | 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       |   104000000 | NC      | $1553.76       | 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       |   112000000 | NC      | $1783.40       | 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       |    91000000 | NC      | $1475.11       | 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       |   108000000 | NC      | $1821.49       | 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       |    96000000 | NC      | $1764.72       | 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       |    71000000 | NC      | $1415.82       | 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       |    60000000 | NC      | $1233.39       | 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       |    43000000 | NC      | $977.48        | 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       |    29000000 | NC      | $685.43        | 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       |    31000000 | NC      | $723.79        | 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       |    38000000 | NC      | $873.17        | 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       |    56000000 | NC      | $1245.39       | 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       |    78000000 | NC      | $1744.27       | 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       |    88000000 | NC      | $1877.58       | 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       |    77000000 | NC      | $1766.16       | 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       |    41000000 | NC      | $933.69        | 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       |    30000000 | NC      | $688.12        | 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       |   139000000 | NC      | $3222.52       | 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       |   108000000 | NC      | $2255.55       | 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       |    55000000 | NC      | $1324.79       | 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       |    69000000 | NC      | $1616.67       | 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       |    76000000 | NC      | $1790.04       | 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       |    75000000 | NC      | $1831.18       | 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       |    57000000 | NC      | $1480.71       | 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       |    45000000 | NC      | $1035.87       | 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       |    65000000 | NC      | $1408.19       | 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       |    42000000 | NC      | $992.69        | 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       |    55000000 | NC      | $1288.65       | 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       |    63000000 | NC      | $1406.25       | 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       |    52000000 | NC      | $1235.45       | 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       |    69000000 | NC      | $1622.34       | 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       |    76000000 | NC      | $1777.56       | 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       |   118000000 | NC      | $2992.58       | 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       |    82000000 | NC      | $1894.32       | 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       |    86000000 | NC      | $1824.32       | 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       |    85000000 | NC      | $1925.23       | 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       |    66000000 | NC      | $1649.41       | 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       |    70000000 | NC      | $1758.00       | 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       |    62000000 | NC      | $1646.28       | 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       |    64000000 | NC      | $1723.06       | 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       |    61000000 | NC      | $1499.39       | 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       |    64000000 | NC      | $1873.10       | 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       |     5000000 | NC      | $146.13        | 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       |    73000000 | NC      | $1872.35       | 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       |    11000000 | NC      | $309.27        | 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       |    10000000 | NC      | $275.81        | 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       |    14000000 | NC      | $413.20        | 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       |    83000000 | NC      | $2545.31       | 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       |     9000000 | NC      | $260.81        | 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       |     9000000 | NC      | $257.11        | 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       |     8000000 | NC      | $216.04        | 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       |     9000000 | NC      | $244.89        | 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       |    11000000 | NC      | $297.51        | 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       |    10000000 | NC      | $254.43        | 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       |    11000000 | NC      | $282.59        | 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       |     8000000 | NC      | $225.91        | 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       |     8000000 | NC      | $237.10        | 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       |    10000000 | NC      | $286.09        | 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       |     7000000 | NC      | $200.26        | 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       |    77000000 | NC      | $2035.07       | 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       |    66000000 | NC      | $1833.89       | 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       |    56000000 | NC      | $1615.92       | 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       |    52000000 | NC      | $1476.97       | 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       |     4000000 | NC      | $124.15        | 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       |     5000000 | NC      | $158.47        | 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       |     7000000 | NC      | $216.39        | 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       |     9000000 | NC      | $284.15        | 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       |    10000000 | NC      | $314.49        | 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       |     7000000 | NC      | $225.61        | 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       |    10000000 | NC      | $329.31        | 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       |     6000000 | NC      | $206.48        | 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       |     8000000 | NC      | $260.15        | 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       |     8000000 | NC      | $263.12        | 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       |     9000000 | NC      | $296.75        | 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       |     6000000 | NC      | $189.43        | 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       |    11000000 | NC      | $335.52        | 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       |    13000000 | NC      | $408.83        | 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       |     9000000 | NC      | $281.92        | 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       |    10000000 | NC      | $313.66        | 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       |    13000000 | NC      | $409.90        | 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       |     7000000 | NC      | $216.39        | 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       |     7000000 | NC      | $219.27        | 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       |     7000000 | NC      | $205.44        | 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       |    12000000 | NC      | $349.73        | 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       |     3000000 | NC      | $84.60         | 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       |     4000000 | NC      | $116.25        | 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       |     8000000 | NC      | $237.43        | 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       |     8000000 | NC      | $227.55        | 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       |    14000000 | NC      | $394.19        | 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       |    12000000 | NC      | $330.48        | 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       |    10000000 | NC      | $267.17        | 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       |     5000000 | NC      | $128.24        | 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       |     7000000 | NC      | $188.46        | 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       |    10000000 | NC      | $260.60        | 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       |    10000000 | NC      | $263.06        | 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       |    65000000 | NC      | $1672.49       | 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       |    14000000 | NC      | $367.72        | 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       |    15000000 | NC      | $398.90        | 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       |    15000000 | NC      | $392.74        | 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       |    17000000 | NC      | $444.41        | 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       |    10000000 | NC      | $220.75        | 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       |    10000000 | NC      | $218.70        | 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       |     9000000 | NC      | $183.53        | 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       |     8000000 | NC      | $162.48        | 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       |     8000000 | NC      | $155.59        | 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       |     6000000 | NC      | $128.01        | 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       |     7000000 | NC      | $121.79        | 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       |     4000000 | NC      | $70.75         | 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       |     3000000 | NC      | $47.77         | 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       |     8000000 | NC      | $117.22        | 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       |     8000000 | NC      | $108.05        | 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       |    12000000 | NC      | $168.47        | 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       |    12000000 | NC      | $156.68        | 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       |    63000000 | NC      | $887.04        | 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       |    55000000 | NC      | $661.81        | 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       |    49000000 | NC      | $585.61        | 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       |    30000000 | NC      | $327.85        | 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       |   199000000 | NC      | $2459.74       | 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       |   210000000 | NC      | $2123.16       | 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       |   421000000 | NC      | $2896.86       | 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       |   395000000 | NC      | $2153.22       | 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       |   363000000 | NC      | $1904.67       | 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       |   335000000 | NC      | $2400.91       | 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       |   323000000 | NC      | $1299.16       | 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       |   313000000 | NC      | $773.53        | 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       |   322000000 | NC      | $1847.35       | 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       |     2000000 | NC      | $21.20         | 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       |     7000000 | NC      | $84.52         | 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       |     9000000 | NC      | $99.46         | 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       |     8000000 | NC      | $81.21         | 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       |     5000000 | NC      | $66.50         | 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       |  1087290000 | NC      | $73805.42      | 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       |     1010000 | NC      | $614.05        | 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       |   123410000 | NC      | $100945.67     | 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       |     1700000 | NC      | $8618.64       | 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       |     1290000 | NC      | $6204.63       | 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       |     1030000 | NC      | $4871.68       | 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       |     1030000 | NC      | $5160.08       | 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       |     1460000 | NC      | $7226.69       | 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       |   129380000 | NC      | $631347.00     | 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       |    11570000 | NC      | $-31405.54     | -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       |    11580000 | NC      | $-25274.07     | -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       |    11320000 | NC      | $-20522.77     | -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       |    10080000 | NC      | $-17957.83     | -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       |     9050000 | NC      | $-17201.63     | -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       |     8100000 | NC      | $-16391.62     | -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       |     6740000 | NC      | $-14284.03     | -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       |     5840000 | NC      | $-10277.29     | -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       |     4890000 | NC      | $-7889.87      | -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       |     4810000 | NC      | $-8208.86      | -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       |     4720000 | NC      | $-8035.36      | -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       |     4580000 | NC      | $-6836.05      | -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       |     3550000 | NC      | $-5415.14      | -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       |     3570000 | NC      | $-5866.73      | -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       |     3530000 | NC      | $-5197.65      | -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       |     3280000 | NC      | $-4176.90      | -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       |     3210000 | NC      | $-3018.61      | -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       |     3310000 | NC      | $-3847.61      | -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       |     9310000 | NC      | $-7441.09      | -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       |     1190000 | NC      | $-984.64       | -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       |  9433000000 | NC      | $108912.82     | 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       |    25000000 | NC      | $144.06        | 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       |     2000000 | NC      | $11.43         | 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       |     5000000 | NC      | $30.40         | 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       |     4000000 | NC      | $24.02         | 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       |     4000000 | NC      | $22.84         | 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       |     4000000 | NC      | $22.55         | 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       |     2000000 | NC      | $10.88         | 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       |     2000000 | NC      | $10.74         | 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       |     1000000 | NC      | $5.12          | 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       |     3000000 | NC      | $15.14         | 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       |     2000000 | NC      | $10.00         | 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       |     4000000 | NC      | $20.28         | 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       |     3000000 | NC      | $15.57         | 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       |     3000000 | NC      | $15.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $13.96         | 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       |     5000000 | NC      | $24.20         | 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       |     5000000 | NC      | $23.53         | 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       |     4000000 | NC      | $18.52         | 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       |     3000000 | NC      | $13.99         | 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       |     3000000 | NC      | $13.84         | 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       |     3000000 | NC      | $14.26         | 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       |     2000000 | NC      | $9.75          | 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       |     2000000 | NC      | $9.21          | 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       |    28000000 | NC      | $122.37        | 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       |    23000000 | NC      | $100.31        | 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       |    25000000 | NC      | $107.07        | 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       |    14000000 | NC      | $51.69         | 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       |    21000000 | NC      | $74.36         | 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       |    26000000 | NC      | $91.29         | 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       |    30000000 | NC      | $108.97        | 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       |    33000000 | NC      | $107.16        | 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       |    37000000 | NC      | $121.81        | 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       |    38000000 | NC      | $130.19        | 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       |    38000000 | NC      | $141.90        | 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       |    37000000 | NC      | $141.38        | 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       |     6000000 | NC      | $22.05         | 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       |    58000000 | NC      | $209.01        | 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       |    34000000 | NC      | $112.61        | 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       |    28000000 | NC      | $92.98         | 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       |    29000000 | NC      | $90.64         | 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       |    20000000 | NC      | $67.22         | 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       |    18000000 | NC      | $62.24         | 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       |    23000000 | NC      | $67.70         | 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       |    55000000 | NC      | $168.32        | 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       |    75000000 | NC      | $244.80        | 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       |    78000000 | NC      | $258.38        | 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       |    58000000 | NC      | $194.80        | 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       |    71000000 | NC      | $242.08        | 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       |    62000000 | NC      | $228.09        | 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       |    51000000 | NC      | $184.13        | 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       |    71000000 | NC      | $247.73        | 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       |    80000000 | NC      | $290.82        | 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       |    74000000 | NC      | $275.66        | 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       |    67000000 | NC      | $244.70        | 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       |    65000000 | NC      | $237.96        | 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       |    24000000 | NC      | $86.54         | 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       |    62000000 | NC      | $233.06        | 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       |    25000000 | NC      | $92.64         | 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       |    17000000 | NC      | $64.84         | 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       |    26000000 | NC      | $102.67        | 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       |    36000000 | NC      | $121.15        | 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       |     6000000 | NC      | $21.09         | 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       |     6000000 | NC      | $23.26         | 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       |     7000000 | NC      | $26.43         | 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       |    39000000 | NC      | $153.69        | 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       |    27000000 | NC      | $109.11        | 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       |     1300000 | NC      | $495.92        | 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       |   520860000 | NC      | $96577.45      | 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       |    19220000 | NC      | $-5350.00      | -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       |     1000000 | NC      | $-2.12         | -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      | $-2.12         | -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       |     2000000 | NC      | $-5.32         | -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       |     1000000 | NC      | $-1.92         | -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       |     1000000 | NC      | $-0.58         | -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       |     1000000 | NC      | $0.88          | 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       |   210060000 | NC      | $-63587.75     | -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       |   123290000 | NC      | $379123.45     | 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       |      950000 | NC      | $2229.46       | 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       |     1600000 | NC      | $3831.65       | 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       |     1000000 | NC      | $2362.79       | 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       |     1040000 | NC      | $2074.83       | 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       |      880000 | NC      | $1530.60       | 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       |    44320000 | NC      | $69297.20      | 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       |    96470000 | NC      | $45516.94      | 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       |     1300000 | NC      | $-332.60       | -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       |    10080000 | NC      | $3116.23       | 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       |     9950000 | NC      | $3110.28       | 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       |     7410000 | NC      | $2524.74       | 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       |     7130000 | NC      | $2638.47       | 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       |     3170000 | NC      | $1254.04       | 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       |     3380000 | NC      | $1343.13       | 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       |     5370000 | NC      | $1936.15       | 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       |     1900000 | NC      | $773.09        | 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       |     1510000 | NC      | $564.16        | 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       |     5110000 | NC      | $1629.48       | 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       |     3390000 | NC      | $1254.47       | 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       |     1460000 | NC      | $519.47        | 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       |     1830000 | NC      | $550.55        | 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       |     4760000 | NC      | $1081.03       | 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       |     6340000 | NC      | $1984.83       | 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       |     1870000 | NC      | $578.78        | 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       |     1750000 | NC      | $568.63        | 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       |     4220000 | NC      | $1291.09       | 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       |     8980000 | NC      | $3077.79       | 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       |     3430000 | NC      | $1216.32       | 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       |     4810000 | NC      | $1765.66       | 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       |     3810000 | NC      | $1442.03       | 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       |     3030000 | NC      | $1096.06       | 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       |     2450000 | NC      | $771.95        | 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       |     2440000 | NC      | $851.34        | 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       |     2640000 | NC      | $1111.84       | 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       |     2490000 | NC      | $990.95        | 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       |     2070000 | NC      | $863.41        | 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       |     2030000 | NC      | $741.07        | 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       |     1560000 | NC      | $568.38        | 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       |     1590000 | NC      | $556.28        | 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       |     5310000 | NC      | $1934.07       | 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       |     2380000 | NC      | $671.70        | 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       |     1100000 | NC      | $281.75        | 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       |     1750000 | NC      | $419.21        | 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       |     2030000 | NC      | $362.95        | 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       |     3030000 | NC      | $619.94        | 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       |     1210000 | NC      | $226.79        | 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       |     2630000 | NC      | $495.75        | 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       |     1230000 | NC      | $255.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1500000 | NC      | $293.59        | 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       |     2610000 | NC      | $540.81        | 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       |     2900000 | NC      | $588.19        | 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       |     2940000 | NC      | $554.53        | 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       |     2050000 | NC      | $369.19        | 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       |     2210000 | NC      | $338.12        | 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       |     5780000 | NC      | $1028.63       | 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       |     5730000 | NC      | $1128.27       | 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       |     2900000 | NC      | $538.40        | 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       |     2240000 | NC      | $387.24        | 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       |     2510000 | NC      | $532.87        | 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       |     2150000 | NC      | $438.37        | 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       |     2630000 | NC      | $492.95        | 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       |     2360000 | NC      | $235.77        | 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       |     2950000 | NC      | $328.18        | 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       |     5720000 | NC      | $564.67        | 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       |     3150000 | NC      | $158.39        | 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       |     2910000 | NC      | $197.87        | 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       |     1850000 | NC      | $88.22         | 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       |     3750000 | NC      | $339.17        | 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       |     5100000 | NC      | $528.78        | 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       |     7380000 | NC      | $615.16        | 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       |     6290000 | NC      | $598.64        | 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       |    21140000 | NC      | $1877.04       | 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       |     5280000 | NC      | $644.82        | 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       |     3070000 | NC      | $604.50        | 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       |     4350000 | NC      | $548.22        | 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       |     5480000 | NC      | $864.99        | 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       |     3640000 | NC      | $247.94        | 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       |     3370000 | NC      | $184.97        | 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       |     6070000 | NC      | $97.41         | 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       |     6900000 | NC      | $395.83        | 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       |     5530000 | NC      | $101.79        | 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       |     5190000 | NC      | $371.30        | 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       |     5490000 | NC      | $710.71        | 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       |     5580000 | NC      | $773.84        | 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       |     4790000 | NC      | $240.85        | 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       |     8590000 | NC      | $137.84        | 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       |     5810000 | NC      | $-293.23       | -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       |     9270000 | NC      | $61.25         | 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       |     8560000 | NC      | $-238.27       | -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       |     9760000 | NC      | $-89.80        | -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       |     9800000 | NC      | $-613.57       | -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      | $-521.03       | -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       |    10000000 | NC      | $-1233.81      | -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       |     9350000 | NC      | $-1660.72      | -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       |    11300000 | NC      | $-1310.41      | -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       |     9850000 | NC      | $-684.03       | -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       |    10200000 | NC      | $-167.24       | -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       |     9550000 | NC      | $322.33        | 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       |     6710000 | NC      | $967.86        | 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       |     9520000 | NC      | $1513.95       | 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       |     9710000 | NC      | $1267.36       | 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       |     8720000 | NC      | $657.83        | 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       |     4940000 | NC      | $611.48        | 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       |     3480000 | NC      | $644.85        | 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       |    10720000 | NC      | $2161.59       | 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       |     8530000 | NC      | $1515.00       | 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       |     7830000 | NC      | $1364.73       | 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       |     9600000 | NC      | $1870.97       | 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       |    12120000 | NC      | $2243.00       | 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       |     7250000 | NC      | $2282.59       | 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       |      330000 | NC      | $-142.63       | -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       |      900000 | NC      | $-345.39       | -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       |     1050000 | NC      | $-370.36       | -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       |      880000 | NC      | $-277.26       | -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      | $-257.27       | -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       |      890000 | NC      | $-213.98       | -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       |    14260000 | NC      | $-3096.16      | -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       |      910000 | NC      | $3505.56       | 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       |      960000 | NC      | $2258.17       | 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       |     1420000 | NC      | $613.81        | 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       |      910000 | NC      | $193.16        | 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       |     1880000 | NC      | $-1067.35      | -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       |     1500000 | NC      | $-446.61       | -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       |      900000 | NC      | $-2130.97      | -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       |    51360000 | NC      | $-53811.92     | -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       |     7000000 | NC      | $50.17         | 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       |    16000000 | NC      | $91.79         | 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       |    21000000 | NC      | $137.64        | 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       |   115000000 | NC      | $711.43        | 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       |    82000000 | NC      | $450.35        | 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       |    10000000 | NC      | $55.74         | 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       |    85000000 | NC      | $484.18        | 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       |    74000000 | NC      | $412.46        | 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       |    58000000 | NC      | $297.22        | 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       |    39000000 | NC      | $203.04        | 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       |    41000000 | NC      | $213.45        | 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       |    34000000 | NC      | $192.29        | 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       |    35000000 | NC      | $157.92        | 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       |    40000000 | NC      | $159.25        | 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       |    36000000 | NC      | $147.73        | 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       |    44000000 | NC      | $159.02        | 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       |    36000000 | NC      | $77.21         | 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       |    33000000 | NC      | $103.10        | 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       |    41000000 | NC      | $131.44        | 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       |    35000000 | NC      | $92.20         | 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       |    28000000 | NC      | $64.63         | 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       |    27000000 | NC      | $45.79         | 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       |    22000000 | NC      | $8.61          | 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       |    29000000 | NC      | $8.98          | 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       |    21000000 | NC      | $1.37          | 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       |    28000000 | NC      | $17.80         | 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       |    25000000 | NC      | $-5.51         | -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       |    33000000 | NC      | $11.57         | 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       |    31000000 | NC      | $26.03         | 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       |    24000000 | NC      | $11.35         | 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       |    28000000 | NC      | $30.36         | 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       |    38000000 | NC      | $72.20         | 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       |    30000000 | NC      | $39.87         | 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       |    20000000 | NC      | $21.69         | 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       |    25000000 | NC      | $-0.42         | -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       |    30000000 | NC      | $-23.73        | -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       |    25000000 | NC      | $-18.76        | -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       |    25000000 | NC      | $-17.74        | -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       |    22000000 | NC      | $-3.05         | -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       |    22000000 | NC      | $-6.64         | -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       |    24000000 | NC      | $13.31         | 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       |    52000000 | NC      | $41.55         | 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       |    31000000 | NC      | $7.07          | 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       |    28000000 | NC      | $2.96          | 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       |    22000000 | NC      | $-3.95         | -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       |    14000000 | NC      | $4.91          | 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       |    14000000 | NC      | $-7.65         | -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       |    44000000 | NC      | $-15.07        | -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       |    32000000 | NC      | $-9.66         | -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       |    15000000 | NC      | $-7.59         | -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       |    33000000 | NC      | $-7.27         | -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       |    35000000 | NC      | $40.80         | 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       |    74000000 | NC      | $56.11         | 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       |    25000000 | NC      | $19.97         | 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       |    27000000 | NC      | $67.82         | 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       |    29000000 | NC      | $57.47         | 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       |    27000000 | NC      | $67.82         | 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       |    33000000 | NC      | $116.57        | 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       |    31000000 | NC      | $77.88         | 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       |    28000000 | NC      | $52.06         | 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       |    16000000 | NC      | $25.18         | 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       |    20000000 | NC      | $71.46         | 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       |    22000000 | NC      | $72.33         | 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       |    20000000 | NC      | $29.85         | 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       |    20000000 | NC      | $18.43         | 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       |    49000000 | NC      | $37.15         | 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       |    29000000 | NC      | $5.43          | 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       |     1000000 | NC      | $0.56          | 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       |     2000000 | NC      | $-0.11         | -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       |     2000000 | NC      | $0.78          | 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       |     1000000 | NC      | $-0.06         | -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       |     2000000 | NC      | $2.82          | 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       |    24000000 | NC      | $2.54          | 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       |     2000000 | NC      | $1.03          | 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       |     5000000 | NC      | $5.21          | 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       |     4000000 | NC      | $4.34          | 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       |     4000000 | NC      | $-4.30         | -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       |    12000000 | NC      | $-14.38        | -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       |    14000000 | NC      | $-33.89        | -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       |    14000000 | NC      | $-32.18        | -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       |    10000000 | NC      | $-14.84        | -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       |    14000000 | NC      | $-16.78        | -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       |    18000000 | NC      | $0.43          | 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       |     9000000 | NC      | $-0.52         | -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       |     5000000 | NC      | $-6.00         | -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       |     6000000 | NC      | $-0.10         | -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       |     6000000 | NC      | $-5.48         | -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       |     6000000 | NC      | $-12.82        | -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       |     8000000 | NC      | $-16.76        | -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       |     6000000 | NC      | $-8.66         | -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       |     6000000 | NC      | $-6.46         | -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       |     5000000 | NC      | $-6.81         | -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       |    46000000 | NC      | $-66.39        | -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       |    45000000 | NC      | $-83.28        | -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       |    32000000 | NC      | $-60.52        | -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       |    32000000 | NC      | $-50.09        | -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       |    31000000 | NC      | $-49.79        | -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       |    30000000 | NC      | $-59.19        | -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       |    34000000 | NC      | $-21.35        | -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       |    33000000 | NC      | $29.06         | 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       |    29000000 | NC      | $49.19         | 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       |     3000000 | NC      | $1.30          | 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       |     3000000 | NC      | $2.89          | 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       |     3000000 | NC      | $1.18          | 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       |     7000000 | NC      | $3.59          | 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       |     9000000 | NC      | $-6.02         | -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       |     7000000 | NC      | $-0.12         | -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       |     6000000 | NC      | $-5.24         | -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       |    63000000 | NC      | $-65.24        | -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       |    58000000 | NC      | $-22.24        | -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       |    38000000 | NC      | $16.41         | 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       |    37000000 | NC      | $-51.89        | -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       |    42000000 | NC      | $-77.73        | -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       |    40000000 | NC      | $-57.73        | -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       |    28000000 | NC      | $-21.01        | -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       |    30000000 | NC      | $-44.52        | -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       |    36000000 | NC      | $-176.59       | -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       |    37000000 | NC      | $-268.82       | -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       |    46000000 | NC      | $-345.43       | -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       |    31000000 | NC      | $-187.39       | -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       |    35000000 | NC      | $-312.64       | -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       |    35000000 | NC      | $-265.68       | -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       |    37000000 | NC      | $-332.01       | -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       |    45000000 | NC      | $-579.32       | -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       |    49000000 | NC      | $-595.00       | -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       |    44000000 | NC      | $-541.42       | -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       |    18000000 | NC      | $-229.54       | -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       |   104000000 | NC      | $-1279.74      | -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       |    25000000 | NC      | $-324.89       | -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       |    28000000 | NC      | $-304.74       | -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       |    22000000 | NC      | $-265.35       | -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       |    32000000 | NC      | $-332.66       | -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       |    31000000 | NC      | $-358.80       | -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       |    31000000 | NC      | $-392.79       | -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       |    36000000 | NC      | $-486.84       | -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       |    38000000 | NC      | $-504.63       | -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       |   198000000 | NC      | $-3023.17      | -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       |   205000000 | NC      | $-2714.03      | -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       |   300000000 | NC      | $-3837.75      | -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       |   255000000 | NC      | $-3396.69      | -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       |   233000000 | NC      | $-2857.64      | -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       |   230000000 | NC      | $-2465.81      | -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       |   205000000 | NC      | $-2422.65      | -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       |   213000000 | NC      | $-2162.37      | -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       |   342000000 | NC      | $-4083.36      | -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       |   356000000 | NC      | $-1978.07      | -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       |   324000000 | NC      | $-1206.70      | -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       |   291000000 | NC      | $-1024.55      | -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       |   154000000 | NC      | $-629.99       | -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       |   216000000 | NC      | $-1296.87      | -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       |   220000000 | NC      | $-1374.60      | -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       |   336000000 | NC      | $-2331.78      | -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       |   328000000 | NC      | $-2609.79      | -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       |   315000000 | NC      | $-2698.50      | -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       |   306000000 | NC      | $-2534.30      | -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       |   315000000 | NC      | $-2941.82      | -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       |   300000000 | NC      | $-2509.00      | -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       |   276000000 | NC      | $-2487.83      | -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       |   269000000 | NC      | $-2129.41      | -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       |   276000000 | NC      | $-1881.71      | -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       |   261000000 | NC      | $-2097.92      | -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       |   286000000 | NC      | $-2229.09      | -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       |   271000000 | NC      | $-2112.18      | -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       |   240000000 | NC      | $-1597.21      | -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       |   232000000 | NC      | $-1987.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   245000000 | NC      | $-2128.72      | -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       |   239000000 | NC      | $-1989.12      | -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       |   235000000 | NC      | $-1860.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   260000000 | NC      | $-1825.51      | -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       |   281000000 | NC      | $-2635.71      | -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       |  1542230000 | NC      | $2853.00       | 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       |     1430000 | NC      | $-2791.40      | -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       |     1020000 | NC      | $-1848.27      | -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       |     1660000 | NC      | $-3622.17      | -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       |     1380000 | NC      | $-3370.00      | -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       |     3000000 | NC      | $-7806.09      | -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       |     1480000 | NC      | $-3629.00      | -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       |     1440000 | NC      | $-3314.92      | -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       |      930000 | NC      | $-1917.69      | -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       |     1360000 | NC      | $-2749.96      | -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       |     1380000 | NC      | $-1893.40      | -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       |     1700000 | NC      | $-2162.45      | -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       |     1560000 | NC      | $-1812.77      | -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       |     1440000 | NC      | $-1529.32      | -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       |     1120000 | NC      | $-1346.27      | -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       |     2320000 | NC      | $-3067.11      | -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       |     1060000 | NC      | $-1804.15      | -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       |     4560000 | NC      | $-8490.86      | -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       |     4020000 | NC      | $-6600.96      | -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       |     2930000 | NC      | $-3990.75      | -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       |     2570000 | NC      | $-3192.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2390000 | NC      | $-2442.65      | -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       |     2100000 | NC      | $-2314.26      | -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       |     2070000 | NC      | $-2012.10      | -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       |     1370000 | NC      | $-646.68       | -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       |     1720000 | NC      | $-1517.09      | -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       |     1830000 | NC      | $-1687.32      | -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       |     1640000 | NC      | $-1594.13      | -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       |     1860000 | NC      | $-1454.58      | -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       |     1390000 | NC      | $-1100.92      | -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       |     1500000 | NC      | $-1233.05      | -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       |     1980000 | NC      | $-1469.22      | -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       |     1360000 | NC      | $-1145.16      | -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       |     1780000 | NC      | $-947.01       | -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       |     1600000 | NC      | $-419.25       | -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       |     1040000 | NC      | $-324.51       | -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       |     1620000 | NC      | $-570.29       | -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       |     1270000 | NC      | $-320.08       | -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       |     1020000 | NC      | $89.73         | 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       |     1520000 | NC      | $331.31        | 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       |     1160000 | NC      | $136.85        | 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       |     1720000 | NC      | $443.71        | 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       |     1370000 | NC      | $545.22        | 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       |     1560000 | NC      | $901.63        | 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       |     1320000 | NC      | $736.52        | 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       |     1020000 | NC      | $569.13        | 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       |     1170000 | NC      | $711.32        | 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       |     1290000 | NC      | $668.18        | 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       |     1360000 | NC      | $772.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $1226.90       | 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       |     1490000 | NC      | $1218.78       | 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       |     1490000 | NC      | $771.78        | 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       |     1290000 | NC      | $410.18        | 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       |     2120000 | NC      | $1182.90       | 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       |      880000 | NC      | $631.81        | 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       |     1150000 | NC      | $89.67         | 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       |     1690000 | NC      | $-459.73       | -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       |     1420000 | NC      | $-570.88       | -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       |     1620000 | NC      | $-132.89       | -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       |     1250000 | NC      | $-790.04       | -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       |      960000 | NC      | $-558.75       | -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       |     1600000 | NC      | $-1123.25      | -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       |     1560000 | NC      | $-1687.97      | -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       |     1440000 | NC      | $-1226.92      | -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       |     1550000 | NC      | $-1398.15      | -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       |     2830000 | NC      | $-2722.55      | -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       |     2790000 | NC      | $-2293.46      | -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       |     2200000 | NC      | $-2424.47      | -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       |     2270000 | NC      | $-2342.71      | -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       |     1800000 | NC      | $-2613.65      | -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       |     2140000 | NC      | $-3299.94      | -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       |     1990000 | NC      | $-3566.14      | -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       |     2370000 | NC      | $-3939.01      | -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       |     3160000 | NC      | $-6895.22      | -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       |     3730000 | NC      | $-8437.37      | -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       |     3430000 | NC      | $-8924.96      | -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       |     3480000 | NC      | $-8707.06      | -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       |     2380000 | NC      | $-5716.83      | -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       |     1650000 | NC      | $-3781.85      | -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       |     2140000 | NC      | $-3963.34      | -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       |     2310000 | NC      | $-2869.09      | -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       |     2220000 | NC      | $-2957.11      | -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       |      980000 | NC      | $-1305.39      | -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       |     1880000 | NC      | $-737.02       | -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       |     2390000 | NC      | $-1032.55      | -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       |     1640000 | NC      | $-1380.93      | -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       |     4720000 | NC      | $-6381.58      | -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       |     4340000 | NC      | $-5173.41      | -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       |     1950000 | NC      | $-3669.96      | -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       |     1150000 | NC      | $-1784.83      | -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       |     1620000 | NC      | $-2287.49      | -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       |     1210000 | NC      | $-1297.16      | -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       |     1680000 | NC      | $-2473.01      | -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       |     1830000 | NC      | $-2510.82      | -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       |     1950000 | NC      | $-2733.96      | -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       |     1910000 | NC      | $-2200.38      | -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       |     2110000 | NC      | $-2747.28      | -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       |     2100000 | NC      | $-2608.26      | -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       |     2060000 | NC      | $-2599.78      | -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       |     2070000 | NC      | $-2881.50      | -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       |     2190000 | NC      | $-2084.95      | -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       |     2390000 | NC      | $-3733.25      | -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       |     2080000 | NC      | $6311.44       | 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       |     2250000 | NC      | $7524.78       | 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       |     1790000 | NC      | $6272.78       | 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       |     1550000 | NC      | $5307.74       | 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       |     1340000 | NC      | $4454.62       | 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       |     1110000 | NC      | $3445.82       | 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       |     1110000 | NC      | $3645.62       | 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       |      930000 | NC      | $2980.04       | 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       |      890000 | NC      | $2816.27       | 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       |     3330000 | NC      | $8172.97       | 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       |     1200000 | NC      | $2825.22       | 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       |     1250000 | NC      | $2842.93       | 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       |     1260000 | NC      | $3004.28       | 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       |     1210000 | NC      | $2764.06       | 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       |      990000 | NC      | $2301.10       | 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       |     1400000 | NC      | $3114.08       | 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       |     1590000 | NC      | $3902.41       | 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       |     1640000 | NC      | $4549.93       | 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       |     1380000 | NC      | $3690.60       | 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       |     1400000 | NC      | $4010.08       | 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       |     2870000 | NC      | $7876.27       | 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       |     2740000 | NC      | $7272.91       | 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       |     1690000 | NC      | $4840.74       | 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       |     1390000 | NC      | $3759.04       | 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       |     1340000 | NC      | $3516.62       | 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       |     1200000 | NC      | $2969.22       | 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       |     1390000 | NC      | $3731.24       | 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       |     1200000 | NC      | $3401.22       | 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       |     1270000 | NC      | $3498.02       | 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       |     1320000 | NC      | $3516.94       | 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       |     1310000 | NC      | $3621.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $2923.35       | 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       |      990000 | NC      | $2489.20       | 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       |      900000 | NC      | $2208.91       | 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       |     1050000 | NC      | $2692.56       | 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       |     1180000 | NC      | $2931.53       | 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       |     2590000 | NC      | $6693.46       | 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       |     1260000 | NC      | $3193.28       | 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       |     1240000 | NC      | $3241.79       | 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       |      960000 | NC      | $2298.57       | 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       |     1080000 | NC      | $2467.09       | 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       |      930000 | NC      | $2161.64       | 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       |     1070000 | NC      | $2465.65       | 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       |     1260000 | NC      | $2827.88       | 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       |     1260000 | NC      | $2903.48       | 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       |     2500000 | NC      | $6060.86       | 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       |     1470000 | NC      | $3284.49       | 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       |     1340000 | NC      | $2417.82       | 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       |     1200000 | NC      | $2213.22       | 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       |     1590000 | NC      | $3202.81       | 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       |     1190000 | NC      | $2278.07       | 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       |     1100000 | NC      | $1984.78       | 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       |     1210000 | NC      | $2340.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $1925.91       | 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       |     1230000 | NC      | $2120.95       | 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       |      950000 | NC      | $1609.63       | 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       |     1170000 | NC      | $1900.48       | 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       |     1090000 | NC      | $1541.64       | 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       |     1040000 | NC      | $1564.52       | 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       |     1000000 | NC      | $1444.35       | 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       |     1010000 | NC      | $1438.59       | 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       |     1050000 | NC      | $1474.56       | 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       |     1110000 | NC      | $1481.12       | 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       |      900000 | NC      | $1308.91       | 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       |     1240000 | NC      | $1766.19       | 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       |     1230000 | NC      | $1850.35       | 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       |     2310000 | NC      | $3544.34       | 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       |      940000 | NC      | $1216.69       | 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      | $1004.95       | 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       |     1020000 | NC      | $1442.63       | 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       |     1010000 | NC      | $1559.79       | 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       |     1040000 | NC      | $1616.52       | 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       |     1170000 | NC      | $1818.58       | 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       |     1080000 | NC      | $1808.29       | 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       |     1170000 | NC      | $1970.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $2140.61       | 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       |     1060000 | NC      | $1838.41       | 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       |     1260000 | NC      | $2323.88       | 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       |     2450000 | NC      | $4200.15       | 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       |     1230000 | NC      | $1874.95       | 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       |     1020000 | NC      | $1412.03       | 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       |     1920000 | NC      | $2523.54       | 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       |     1860000 | NC      | $2816.68       | 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       |     2030000 | NC      | $2120.02       | 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       |     1630000 | NC      | $2077.18       | 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       |     1430000 | NC      | $1893.81       | 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       |     1960000 | NC      | $2458.52       | 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       |      960000 | NC      | $1271.37       | 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       |     3870000 | NC      | $4738.22       | 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       |     1760000 | NC      | $1890.85       | 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       |     1600000 | NC      | $1830.95       | 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       |      960000 | NC      | $1328.97       | 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       |     2900000 | NC      | $3521.60       | 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       |     1020000 | NC      | $1269.23       | 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       |     1260000 | NC      | $1101.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $705.51        | 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       |     1880000 | NC      | $1944.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $1196.19       | 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       |     2260000 | NC      | $3173.82       | 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       |     1900000 | NC      | $2592.26       | 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       |      920000 | NC      | $1246.00       | 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       |     3880000 | NC      | $4828.06       | 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       |     1180000 | NC      | $1409.33       | 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       |     1120000 | NC      | $1483.27       | 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       |     1000000 | NC      | $1454.35       | 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       |     1260000 | NC      | $2248.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $2009.22       | 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       |     1910000 | NC      | $3350.80       | 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       |      880000 | NC      | $1482.22       | 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       |     1470000 | NC      | $2475.99       | 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       |     1910000 | NC      | $2854.20       | 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       |      960000 | NC      | $1472.97       | 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       |      880000 | NC      | $1359.02       | 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       |      960000 | NC      | $1405.77       | 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       |     1020000 | NC      | $1299.83       | 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       |     2060000 | NC      | $2419.15       | 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      | $1372.01       | 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       |     1910000 | NC      | $1650.90       | 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       |      990000 | NC      | $954.70        | 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       |     1090000 | NC      | $1269.14       | 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       |     1990000 | NC      | $2595.65       | 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       |      990000 | NC      | $1212.10       | 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       |     1860000 | NC      | $1775.08       | 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       |      900000 | NC      | $795.91        | 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       |     1530000 | NC      | $1245.95       | 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       |     1480000 | NC      | $1264.43       | 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       |     2760000 | NC      | $2330.39       | 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       |     1920000 | NC      | $1237.14       | 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       |     1190000 | NC      | $255.07        | 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       |      940000 | NC      | $-24.11        | -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       |     1090000 | NC      | $-333.16       | -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       |     1310000 | NC      | $-479.01       | -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       |     1240000 | NC      | $-701.41       | -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       |     1250000 | NC      | $-832.07       | -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       |     1140000 | NC      | $-1021.05      | -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       |     1190000 | NC      | $-1125.33      | -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       |     1090000 | NC      | $-594.76       | -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       |     2590000 | NC      | $-921.14       | -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       |     1500000 | NC      | $-188.48       | -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       |     2370000 | NC      | $-203.00       | -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       |     3830000 | NC      | $-136.55       | -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       |     3750000 | NC      | $-921.20       | -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       |     4820000 | NC      | $-1858.85      | -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       |     2940000 | NC      | $-663.42       | -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       |     2870000 | NC      | $-1393.83      | -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       |    71730000 | NC      | $21659.73      | 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       |   128870000 | NC      | $-284661.56    | -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       |   189390000 | NC      | $-257814.93    | -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       | 12610000000 | NC      | $-109638.16    | -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       |    13050000 | NC      | $39107.04      | 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       |    56730000 | NC      | $156380.27     | 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       |   205370000 | NC      | $-110782.54    | -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       |     8580000 | NC      | $-3033.41      | -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       |   727490000 | NC      | $-191924.40    | -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       |    20520000 | NC      | $-10812.00     | -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       |    12920000 | NC      | $-963.25       | -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       |   445060000 | NC      | $-70622.13     | -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       |      900000 | NC      | $1318.55       | 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       |     1050000 | NC      | $1695.81       | 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       |     1030000 | NC      | $1385.41       | 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       |      930000 | NC      | $1055.60       | 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       |     1100000 | NC      | $885.56        | 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       |     1240000 | NC      | $1109.87       | 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       |     1060000 | NC      | $471.76        | 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       |      890000 | NC      | $289.30        | 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       |     1000000 | NC      | $455.05        | 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       |     1350000 | NC      | $789.82        | 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       |     1320000 | NC      | $561.07        | 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       |     2130000 | 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       |     1310000 | NC      | $-111.28       | -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       |     1270000 | NC      | $-450.78       | -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       |     1180000 | NC      | $-796.44       | -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       |     2050000 | NC      | $-1486.14      | -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       |      950000 | NC      | $-688.70       | -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       |     1190000 | NC      | $-767.49       | -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       |    43150000 | NC      | $-8411.90      | -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       |     1170000 | NC      | $2179.18       | 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       |     1650000 | NC      | $2809.18       | 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       |     1020000 | NC      | $1557.12       | 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       |     1560000 | NC      | $2464.63       | 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       |     1030000 | NC      | $1479.07       | 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       |     2560000 | NC      | $1550.37       | 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       |     2960000 | NC      | $1352.06       | 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       |     2570000 | NC      | $900.78        | 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       |     2540000 | NC      | $890.26        | 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       |     2170000 | NC      | $933.54        | 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       |     1670000 | NC      | $700.69        | 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       |     1460000 | NC      | $488.45        | 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       |     1750000 | NC      | $195.10        | 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       |     2450000 | NC      | $780.61        | 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       |     1470000 | NC      | $1414.16       | 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       |      940000 | NC      | $864.28        | 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       |     1860000 | NC      | $1175.90       | 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       |     1470000 | NC      | $788.66        | 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      | $708.15        | 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       |      930000 | NC      | $617.62        | 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       |     1950000 | NC      | $1377.96       | 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       |     1820000 | NC      | $1179.64       | 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       |     1640000 | NC      | $644.53        | 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       |     1470000 | NC      | $694.90        | 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       |     1410000 | NC      | $771.46        | 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       |     2530000 | NC      | $1626.37       | 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       |     2380000 | NC      | $1327.49       | 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       |     1670000 | NC      | $727.31        | 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       |     1550000 | NC      | $699.77        | 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       |     2820000 | NC      | $1063.32       | 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       |     3860000 | NC      | $1496.48       | 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       |     2020000 | NC      | $697.27        | 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       |     2580000 | NC      | $643.87        | 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       |     2450000 | NC      | $325.17        | 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       |     4870000 | NC      | $1396.45       | 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       |     2500000 | NC      | $278.71        | 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       |     1290000 | NC      | $-2152.30      | -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       |     1010000 | NC      | $-1765.40      | -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       |     1930000 | NC      | $-3618.88      | -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       |     1110000 | NC      | $-2575.05      | -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       |     1200000 | NC      | $-3126.77      | -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       |     1410000 | NC      | $-4769.92      | -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       |     1950000 | NC      | $-4337.92      | -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       |     1480000 | NC      | $-3903.33      | -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       |     1330000 | NC      | $-2662.90      | -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       |     1210000 | NC      | $-2614.86      | -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       |     1360000 | NC      | $-2636.53      | -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       |     1960000 | NC      | $-3955.42      | -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       |     1710000 | NC      | $-3885.50      | -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       |     1450000 | NC      | $-2880.13      | -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       |     1260000 | NC      | $-2502.73      | -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       |     1150000 | NC      | $-2192.87      | -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       |      940000 | NC      | $-1971.65      | -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       |      910000 | NC      | $-1821.98      | -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       |     1850000 | NC      | $-3027.80      | -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       |     1030000 | NC      | $-1931.32      | -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       |      920000 | NC      | $-2105.05      | -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       |      900000 | NC      | $-2187.91      | -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       |     1080000 | NC      | $-2385.39      | -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       |     1750000 | NC      | $-3364.79      | -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       |     1870000 | NC      | $-2971.35      | -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       |     1820000 | NC      | $-2139.35      | -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       |      910000 | NC      | $-1055.19      | -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       |     1870000 | NC      | $-1602.97      | -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      | $-259.63       | -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       |     1990000 | NC      | $-977.11       | -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       |     2020000 | NC      | $-283.89       | -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       |     1410000 | NC      | $-130.74       | -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       |     1490000 | NC      | $-636.68       | -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       |     1400000 | NC      | $-509.03       | -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       |     1410000 | NC      | $-1073.99      | -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       |     1570000 | NC      | $-670.86       | -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       |     2070000 | NC      | $269.96        | 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       |      940000 | NC      | $-1030.16      | -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       |      750000 | NC      | $-583.21       | -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       |      910000 | NC      | $-693.14       | -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       |     1270000 | NC      | $-1310.98      | -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       |     1630000 | NC      | $-826.30       | -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       |     1230000 | NC      | $-662.71       | -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       |     1310000 | NC      | $-580.63       | -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       |     1360000 | NC      | $-1100.86      | -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       |     1290000 | NC      | $-1618.96      | -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       |      990000 | NC      | $-2233.78      | -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       |     1530000 | NC      | $-4472.21      | -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       |     1240000 | NC      | $-3860.57      | -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       |      900000 | NC      | $-2630.71      | -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       |     1790000 | NC      | $-3640.79      | -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       |     2540000 | NC      | $-4480.10      | -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       |     1610000 | NC      | $-559.73       | -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       |     1900000 | NC      | $-600.02       | -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       |     1760000 | NC      | $-1284.55      | -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       |     1660000 | NC      | $-1185.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-1333.78      | -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       |     1490000 | NC      | $-1395.81      | -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       |     2680000 | NC      | $-3448.66      | -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       |     3070000 | NC      | $-4829.30      | -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       |     2790000 | NC      | $-5231.43      | -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       |     2950000 | NC      | $-6093.91      | -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       |     2540000 | NC      | $-6860.21      | -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       |     2670000 | NC      | $-8058.58      | -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       |     2480000 | NC      | $-6422.62      | -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       |     2050000 | NC      | $-4690.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2980000 | NC      | $-8474.18      | -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       |     1900000 | NC      | $-5041.19      | -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       |     1840000 | NC      | $-4881.99      | -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       |     2250000 | NC      | $-5898.40      | -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       |     2180000 | NC      | $-6233.83      | -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       |     4790000 | NC      | $-13165.21     | -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       |     2120000 | NC      | $-5658.55      | -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       |     2210000 | NC      | $-5968.92      | -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       |     2390000 | NC      | $-3949.59      | -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       |     2430000 | NC      | $-5830.20      | -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       |      920000 | NC      | $-147.99       | -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       |    16430000 | NC      | $-1612.31      | -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       |     2640000 | NC      | $-2816.28      | -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       |      920000 | NC      | $-721.88       | -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       |      850000 | NC      | $-552.11       | -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       |     1170000 | NC      | $-437.03       | -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       |     1080000 | NC      | $-334.86       | -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       |     1050000 | NC      | $-108.32       | -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       |      870000 | NC      | $6.76          | 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       |    24900000 | NC      | $-4481.24      | -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       |    25250000 | NC      | $-3314.50      | -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       |    22370000 | NC      | $-2723.17      | -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       |    19670000 | NC      | $-2834.33      | -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       |    16060000 | NC      | $-2030.65      | -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       |    17480000 | NC      | $-1582.47      | -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       |    16430000 | NC      | $-1648.02      | -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       |    13590000 | NC      | $-767.58       | -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       |    13570000 | NC      | $-864.00       | -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       |    12290000 | NC      | $-727.47       | -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       |    10270000 | NC      | $-945.48       | -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       |    13030000 | NC      | $-1560.11      | -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       |    12850000 | NC      | $-1857.65      | -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       |    12420000 | NC      | $-1962.06      | -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       |    12630000 | NC      | $-1690.60      | -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       |    11430000 | NC      | $-1821.80      | -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       |    10870000 | NC      | $-1869.35      | -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       |    12410000 | NC      | $-1681.60      | -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       |    11510000 | NC      | $-1439.08      | -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       |    11290000 | NC      | $-1508.58      | -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       |    10990000 | NC      | $-1183.88      | -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       |    11770000 | NC      | $-1849.69      | -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       |    11120000 | NC      | $-1269.89      | -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       |    10280000 | NC      | $-1228.43      | -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       |    11120000 | NC      | $-975.26       | -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       |     1610000 | NC      | $-110.10       | -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       |     1630000 | NC      | $-178.28       | -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       |     8140000 | NC      | $-744.59       | -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       |     4100000 | NC      | $-465.80       | -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       |     4830000 | NC      | $-540.78       | -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       |     3390000 | NC      | $-317.28       | -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       |     2370000 | NC      | $-196.69       | -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       |     2840000 | NC      | $-168.78       | -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       |     2790000 | NC      | $-185.20       | -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       |     2720000 | NC      | $-113.55       | -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       |     2310000 | NC      | $-67.84        | -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       |     3010000 | NC      | $-55.74        | -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       |     4200000 | NC      | $43.11         | 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       |     3480000 | NC      | $-77.58        | -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       |     1950000 | NC      | $-28.06        | -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       |     2610000 | NC      | $-16.63        | -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       |     5500000 | NC      | $155.12        | 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       |     2640000 | NC      | $95.34         | 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       |     1620000 | NC      | $43.39         | 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       |     4560000 | NC      | $138.30        | 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       |     4340000 | NC      | $161.85        | 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       |     4210000 | NC      | $360.87        | 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       |     5360000 | NC      | $724.95        | 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       |     4850000 | NC      | $702.44        | 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       |     4250000 | NC      | $609.50        | 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       |     3790000 | NC      | $560.12        | 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       |     4820000 | NC      | $903.43        | 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       |     4130000 | NC      | $764.33        | 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       |     4470000 | NC      | $652.69        | 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       |     3240000 | NC      | $522.93        | 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       |     3630000 | NC      | $656.75        | 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       |     3990000 | NC      | $681.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2450000 | NC      | $450.80        | 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       |     6270000 | NC      | $1175.21       | 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       |     3020000 | NC      | $417.03        | 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       |     3590000 | NC      | $371.37        | 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       |     4450000 | NC      | $447.71        | 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       |     3740000 | NC      | $384.67        | 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       |     3870000 | NC      | $73.06         | 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       |     3630000 | NC      | $-100.18       | -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       |     4570000 | NC      | $-220.95       | -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       |     4370000 | NC      | $-105.67       | -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       |     1690000 | NC      | $-70.55        | -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       |     4130000 | NC      | $-411.34       | -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       |     5830000 | NC      | $-653.42       | -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       |     2580000 | NC      | $-271.85       | -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       |     6240000 | NC      | $-280.36       | -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       |     4520000 | NC      | $-379.91       | -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       |     5040000 | NC      | $-327.43       | -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       |     5050000 | NC      | $-276.31       | -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       |     4050000 | NC      | $-436.28       | -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       |     5140000 | NC      | $-350.89       | -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       |     5310000 | NC      | $-351.85       | -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       |     1250000 | NC      | $-76.94        | -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       |     6430000 | NC      | $-334.38       | -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       |     2790000 | NC      | $-297.92       | -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       |     4790000 | NC      | $-655.83       | -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       |     1660000 | NC      | $-261.66       | -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       |    10240000 | NC      | $-691.79       | -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       |     5080000 | NC      | $-696.73       | -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       |     1570000 | NC      | $-334.97       | -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       |     5480000 | NC      | $-1215.55      | -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       |     3850000 | NC      | $-1004.11      | -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       |     2860000 | NC      | $-667.32       | -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       |     3630000 | NC      | $-745.46       | -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       |     8440000 | NC      | $-1492.14      | -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       |     6470000 | NC      | $-654.31       | -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       |     4270000 | NC      | $-193.37       | -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       |     2610000 | NC      | $-29.87        | -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       |      940000 | NC      | $-47.00        | -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       |     2110000 | NC      | $-517.60       | -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       |     8970000 | NC      | $-1024.37      | -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       |     8500000 | NC      | $-800.54       | -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       |     8900000 | NC      | $-580.29       | -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       |     7590000 | NC      | $-245.27       | -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       |     7650000 | NC      | $-499.70       | -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       |     9410000 | NC      | $-1102.31      | -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       |     8860000 | NC      | $-1304.82      | -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       |     8420000 | NC      | $-2120.86      | -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       |    10860000 | NC      | $-2568.38      | -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       |    11340000 | NC      | $-2881.67      | -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       |     2280000 | NC      | $2099.92       | 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       |      680000 | NC      | $609.79        | 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       |      680000 | NC      | $634.55        | 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       |      680000 | NC      | $523.18        | 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       |      730000 | NC      | $442.15        | 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       |      730000 | NC      | $203.30        | 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       |      710000 | NC      | $253.64        | 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       |      770000 | NC      | $-405.16       | -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       |      660000 | NC      | $-51.93        | -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       |      660000 | NC      | $-295.42       | -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       |      680000 | NC      | $-292.03       | -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       |      810000 | NC      | $-230.32       | -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       |      650000 | NC      | $-43.27        | -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       |      740000 | NC      | $8.96          | 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       |     1560000 | NC      | $-75.53        | -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       |      640000 | NC      | $-50.35        | -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       |      660000 | NC      | $-15.98        | -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       |      740000 | NC      | $-188.04       | -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       |     1290000 | NC      | $-343.40       | -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       |     1360000 | NC      | $-452.51       | -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       |      730000 | NC      | $-379.70       | -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       |     1200000 | NC      | $-580.64       | -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       |      880000 | NC      | $-415.17       | -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       |      870000 | NC      | $-183.66       | -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      | $-252.94       | -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       |     1250000 | NC      | $-247.10       | -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       |     1290000 | NC      | $-224.66       | -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       |     1020000 | NC      | $-99.89        | -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       |      920000 | NC      | $-122.84       | -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       |      970000 | NC      | $-164.00       | -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      | $-167.36       | -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       |      910000 | NC      | $-119.19       | -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       |      860000 | NC      | $-110.77       | -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       |      920000 | NC      | $-103.46       | -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       |      860000 | NC      | $-60.76        | -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       |      970000 | NC      | $-2.82         | -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       |      890000 | NC      | $34.13         | 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       |      220000 | NC      | $-32.93        | -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       |   222580000 | NC      | $-662785.35    | -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       |   255817425 | NC      | $8869938.10    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2702174 | NC      | $67488.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      511719 | NC      | $14830.26      | 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       |     3696556 | NC      | $120174.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      973770 | NC      | $28061.67      | 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       |    19822367 | NC      | $436220.67     | 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       |     3696202 | NC      | $68054.54      | 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       |    12864475 | NC      | $199744.79     | 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       |    38036560 | NC      | $483587.76     | 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       |     1155444 | NC      | $5156.12       | 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       |       60892 | NC      | $96.71         | 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       |      779174 | NC      | $1000.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | C$ CURRENCY FUT   Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -841 | NC      | $-284905.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MONEP                             | CAC40 10 EURO FUT Jan26 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DE               | CORP              | FR        |          14 | NC      | $6654.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Feb26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |        5426 | NC      | $1036930.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |        1165 | NC      | $-492980.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Apr26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         110 | NC      | $-36090.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  May26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -11 | NC      | $6850.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Jun26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NC      | $520.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Jul26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           7 | NC      | $-680.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | CAN 10YR BOND FUT Mar26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DIR              | CORP              | CA        |         690 | NC      | $-49366.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |        6141 | NC      | $-2634380.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Apr26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |        1416 | NC      | $-1007560.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  May26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         290 | NC      | $-255070.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Jun26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         179 | NC      | $-145260.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Jul26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          83 | NC      | $-66590.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Aug26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          37 | NC      | $-16690.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | COTTON NO.2 FUTR  Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -575 | NC      | $146300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | DJIA MINI e-CBOT  Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |         357 | NC      | $-509400.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-SCHATZ FUT   Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -5829 | NC      | $638874.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | EURO FX CURR FUT  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -136 | NC      | $96431.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Mar27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1780 | NC      | $-65649.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Mar28 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -887 | NC      | $-50780.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  JUN27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1494 | NC      | $-79258.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Sep26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -2048 | NC      | $274930.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  SEP27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1293 | NC      | $-70743.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1950 | NC      | $-41889.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Dec27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1073 | NC      | $-72080.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | S&P500 EMINI FUT  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |        1318 | NC      | $-3230550.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | S&P MID 400 EMINI Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DE               | CORP              | US        |         -75 | NC      | $574950.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |      -10013 | NC      | $1450716.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | LONG GILT FUTURE  Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        2063 | NC      | $1703252.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | GOLD 100 OZ FUTR  Feb26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         340 | NC      | $-2049130.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | DAX INDEX FUTURE  Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |         366 | NC      | $1031302.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                  | HSCEI Futures     Jan26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |        2361 | NC      | $-1329252.76   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | COPPER FUTURE     Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         267 | NC      | $479525.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                  | HANG SENG IDX FUT Jan26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |         887 | NC      | $-1544804.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Feb26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         346 | NC      | $-408651.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         174 | NC      | $-193086.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Apr26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          32 | NC      | $-40059.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  May26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          11 | NC      | $-12486.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEFF FINANCIAL DERIVATIVES                       | IBEX 35 INDX FUTR Jan26 | CUSIP: N/A<br>LEI: 959800T2W59YXMVKRU25       | Long             | DE               | CORP              | ES        |          17 | NC      | $37457.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | Euro-BTP Future   Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |        1677 | NC      | $183409.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                   | JPN 10Y BOND(OSE) Mar26 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DIR              | CORP              | JP        |         120 | NC      | $47617.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | IFSC NIFTY 50 FUT Jan26 | CUSIP: N/A<br>LEI: 335800NLY5HYW9I7YE03       | Long             | DE               | CORP              | N/A       |         215 | NC      | $-7695.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | JPN YEN CURR FUT  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -210 | NC      | $24768.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | COFFEE 'C' FUTURE Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |         129 | NC      | $-100893.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE (FUTURES MARKET)                  | KOSPI2 INX FUT    Mar26 | CUSIP: N/A<br>LEI: 549300TJ3RRV6Q1UEW14       | Long             | DE               | CORP              | KR        |        2618 | NC      | $8974872.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | KC HRW WHEAT FUT  Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -398 | NC      | $292800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME PRI ALUM FUTR Mar26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |         349 | NC      | $651679.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | LIVE CATTLE FUTR  Feb26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          50 | NC      | $14300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | LEAN HOGS FUTURE  Feb26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |        -384 | NC      | $-273070.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME LEAD FUTURE   Mar26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |         -21 | NC      | $-4193.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME NICKEL FUTURE Mar26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |         -56 | NC      | $-575275.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME COPPER FUTURE Mar26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |         182 | NC      | $1326544.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME ZINC FUTURE   Mar26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |         226 | NC      | $123600.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | MSCI EmgMkt       Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |         566 | NC      | $214545.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | MSCI EAFE         Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |         286 | NC      | $-105625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | ECX EMISSION      Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         359 | NC      | $-44961.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Feb26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |       -1782 | NC      | $998310.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -192 | NC      | $212130.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Apr26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |        -133 | NC      | $289300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  May26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -26 | NC      | $-20.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Jun26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          16 | NC      | $-23990.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | NIKKEI 225  (SGX) Mar26 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Short            | DE               | CORP              | SG        |         -16 | NC      | $9495.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                   | NIKKEI 225  (OSE) Mar26 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |          37 | NC      | $359506.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | NASDAQ 100 E-MINI Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |         540 | NC      | $-886080.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | NEW ZEALAND $ FUT Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -80 | NC      | $695.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | Euro-OAT Future   Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |         671 | NC      | $-76867.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BOBL FUTURE  Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -6480 | NC      | $3626496.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | MEXICAN PESO FUT  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |        2542 | NC      | $479560.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | PLATINUM FUTURE   Apr26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -17 | NC      | $92175.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | S&P/TSX 60 IX FUT Mar26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DE               | CORP              | CA        |         171 | NC      | $-74386.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   Feb26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         647 | NC      | $-94475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         477 | NC      | $30250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   Apr26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         136 | NC      | $12700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | E-Mini Russ 2000  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |        1277 | NC      | $-1069080.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BUND FUTURE  Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -3401 | NC      | $2266603.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN FUTURE    Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -1217 | NC      | $1992487.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | SUGAR #11 (WORLD) Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -312 | NC      | $19297.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | CHF CURRENCY FUT  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |         277 | NC      | $541750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Mar27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        1389 | NC      | $313897.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Mar28 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         376 | NC      | $77545.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Jun27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        1113 | NC      | $257283.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Sep26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        1006 | NC      | $193094.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Sep27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         752 | NC      | $167046.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        1301 | NC      | $290898.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Dec27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         639 | NC      | $151551.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Mar27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -588 | NC      | $-2625.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Mar28 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -165 | NC      | $-12250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Jun27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -202 | NC      | $6312.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Sep26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -358 | NC      | $49225.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Sep27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -178 | NC      | $-22212.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Dec26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -543 | NC      | $-12662.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Dec27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -397 | NC      | $-40262.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | SILVER FUTURE     Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -2 | NC      | $-2180.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN MEAL FUTR Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -1377 | NC      | $595230.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                       | FTSE/MIB IDX FUT  Mar26 | CUSIP: N/A<br>LEI: 8156005391EE905D3124       | Long             | DE               | CORP              | IT        |         615 | NC      | $1568799.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                   | TOPIX INDX FUTR   Mar26 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |         432 | NC      | $535015.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -2152 | NC      | $-272857.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | FTSE Taiwan Index Jan26 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |         544 | NC      | $453220.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -1820 | NC      | $672015.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE ENDEX FUTURES                                | TTF NAT GAS F     Feb26 | CUSIP: N/A<br>LEI: 549300CZW488L20NT866       | Short            | DCO              | CORP              | NL        |         -50 | NC      | $-4918.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BUXL 30Y BND Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -799 | NC      | $889752.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -2345 | NC      | $1374031.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO STOXX 50     Mar26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |        4028 | NC      | $2766162.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | WHEAT FUTURE(CBT) Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -952 | NC      | $1778062.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT Mar26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |        -338 | NC      | $258406.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Feb26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         277 | NC      | $-244255.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Mar26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         352 | NC      | $-429382.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Apr26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         129 | NC      | $-145836.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT May26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         114 | NC      | $-118070.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                    | AUST 10Y BOND FUT Mar26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -610 | NC      | $72942.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                    | SPI 200 FUTURES   Mar26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |        -148 | NC      | $153263.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | FTSE CHINA A50    Jan26 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |         680 | NC      | $-53073.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                    | AUST 3YR BOND FUT Mar26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DIR              | CORP              | AU        |         554 | NC      | $-901.22       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | FTSE 100 IDX FUT  Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DE               | CORP              | GB        |        1404 | NC      | $1158590.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer