# EDGAR Filing Document

**Accession Number:** 0001199046
**File Stem:** 0000910472-26-000857
**Filing Date:** 2026-1
**Character Count:** 639952
**Document Hash:** 469bc55e6ddfd6e2fa75e6ce3a2f6c84
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-000857.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0000910472-26-000857

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21237
- **FILM NUMBER:** 26569039

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $85721715.99

**Total Liabilities:** $7943794.33

**Net Assets:** $77777921.66

**Amount of Assets Invested in Other Investment Companies:** $12417719.09

**Cash Not Reported:** $16072585.89

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250334 | 3.63%                | 1.81%                | 0.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-21744.40               | $-50766.83                                 |
| Month 2  | $21411.24                | $-53489.33                                 |
| Month 3  | $2133.09                 | $-72.19                                    |

### Schedule of Portfolio Investments

| Name                                                | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      702896 | OU      | $70.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-2.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      388288 | OU      | $11.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-238.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $1136110.34   | 1.46%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $-0.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      875000 | OU      | $1484.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $64.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Brent Crude Oil Future                            | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |          -3 | NS      | $3540.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2148552 | OU      | $201.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |     1060709 | OU      | $312.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      398714 | OU      | $6.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Live Cattle Future                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           7 | NS      | $-13981.34    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1000034 | OU      | $13.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | United States Treasury Bill                           | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4500000 | PA      | $4428452.16   | 5.69%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21926 | OU      | $-3.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      293303 | OU      | $-44.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       44014 | OU      | $207.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |      322307 | OU      | $-1027.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1340000 | OU      | $57.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $54.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $-9.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       40031 | OU      | $53.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66625 | OU      | $68.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -833361 | OU      | $0.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2737522 | OU      | $-112.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $-1005.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Henry Hub Natural Gas Futures                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           4 | NS      | $1569.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -535327 | OU      | $-280.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       18500 | OU      | $4.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -833361 | OU      | $0.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Lead Forward USD                                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |          -1 | NS      | $125.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -272232 | OU      | $-185.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -56308 | OU      | $-37.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Cocoa Future                                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -8 | NS      | $14147.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -62500 | OU      | $-1067.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |     1800000 | OU      | $-17116.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-201.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35396750 | OU      | $852.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | TSE Mini Topix Future                                 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |           6 | NS      | $6328.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35853000 | OU      | $541.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     8870220 | OU      | $1486.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29594 | OU      | $751.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          21 | NS      | $-2030.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE ENDEX FUTURES                                   | TTF Natural Gas Base Load Monthly Futures             | CUSIP: N/A<br>LEI: 549300CZW488L20NT866       | Short            | DCO              | CORP              | XX        |         -10 | NS      | $13411.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -150000 | OU      | $-1269.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 3 Year Australian Bond Future                     | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DCO              | CORP              | AU        |        -105 | NS      | $25853.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        | -1617661243 | OU      | $-3917.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-86.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23876804 | OU      | $726.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | TSE Japanese 10 Year Bond Futures                     | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Short            | DCO              | CORP              | JP        |          -4 | NS      | $25145.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -39031088 | OU      | $-8618.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    17935036 | OU      | $-1115.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Nikkei 225 Index Future                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           2 | NS      | $-10675.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | TSE Japanese 10 Year Bond Futures                     | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DCO              | CORP              | JP        |           2 | NS      | $-18043.71    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | WCE Canola Future                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | CA        |          -1 | NS      | $-31.20       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -163328 | OU      | $-131.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20151 | OU      | $-140.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLN 0.04 12/18/2030                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |      300000 | PA      | $692.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      272232 | OU      | $181.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       48322 | OU      | $23.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-20.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-40.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -193041104 | OU      | $-8000.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -88625 | OU      | $-173.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $84.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        6500 | OU      | $-5.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |     1600000 | OU      | $6497.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-20.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1000 | OU      | $2.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      274474 | OU      | $70.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $66.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        3500 | OU      | $3.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3873485 | OU      | $161.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | White Sugar Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |          -9 | NS      | $-9975.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      106112 | OU      | $42.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2148552 | OU      | $200.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-264.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-559.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22976 | OU      | $-360.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-312.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Meal Future                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           3 | NS      | $-260.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $1169202.49   | 1.50%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Platinum Future                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-8360.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Zinc Forward USD                                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $740.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-254.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      225000 | OU      | $4634.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-131.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           3 | NS      | $-155.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | SFE 90 Day Australian Bank Accepted Bills Future      | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |          -6 | NS      | $2177.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -146262970 | OU      | $202.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20072 | OU      | $-42.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -420838510 | OU      | $-267.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      999999 | OU      | $39.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       15000 | OU      | $37.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | SGX MSCI Singapore Index Future                       | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |           6 | NS      | $1577.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $20.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       11800 | OU      | $18.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      302500 | OU      | $-7296.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 2 Year Euro SCHATZ Future                       | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |        -102 | NS      | $2516.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       14532 | OU      | $36.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      130000 | OU      | $90.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      750000 | OU      | $-1716.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-96.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZAR 7.0 03/19/2031                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |     4900000 | PA      | $3481.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | MIAX Futures Onyx Hard Red Spring Wheat Futures       | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Short            | DCO              | CORP              | US        |          -2 | NS      | $362.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |         -17 | NS      | $-1712.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      500000 | OU      | $458.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE (FLOOR)                 | CME E-Mini NASDAQ 100 Index Future                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           5 | NS      | $58435.43     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -14500 | OU      | $-6.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1000 | OU      | $7.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 30 Year Euro BUXL Future                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |           3 | NS      | $-1025.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      250000 | OU      | $3987.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       13000 | OU      | $82.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          11 | NS      | $987.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1500 | OU      | $-4.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-20.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $28.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163338 | OU      | $67.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -70373 | OU      | $-398.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | One-Month SOFR Futures                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |          -3 | NS      | $83.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44834 | OU      | $625.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   415970490 | OU      | $-25.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      200000 | OU      | $4017.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      423404 | OU      | $-99.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | CBOT 10 Year US Treasury Note                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         214 | NS      | $40372.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -418423260 | OU      | $-122.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |     3000000 | OU      | $2282.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Light Sweet Crude Oil Future                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -2 | NS      | $3050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Henry Hub Natural Gas Futures                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -2 | NS      | $2500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2239091 | OU      | $-35.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Lead Future                                       | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |         -11 | NS      | $7248.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | ITRAXX EUROPE SERIES 44                               | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |    -2650000 | PA      | $74093.20     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $145.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      302500 | OU      | $-7296.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $24.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35411500 | OU      | $842.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Future                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-850.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -37364 | OU      | $-270.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20104 | OU      | $-82.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |     1420142 | OU      | $1076.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -196147038 | OU      | $-2162.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      175000 | OU      | $-732.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-233.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |    20459460 | OU      | $-5415.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    75000000 | OU      | $-5177.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX NY Harbor ULSD Futures                          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           3 | NS      | $-14763.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35406580 | OU      | $846.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-108.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Cocoa Future                                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -2 | NS      | $14240.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    24104180 | OU      | $971.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-29.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      500000 | OU      | $347.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1000000 | OU      | $40.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2203189 | OU      | $-365.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    93833830 | OU      | $1119.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -175000 | OU      | $-1753.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44863 | OU      | $27.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2215361 | OU      | $229.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-1066.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          16 | NS      | $1262.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2940915 | OU      | $-136.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2280210 | OU      | $-2143.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $35.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $58.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $-41.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        3500 | OU      | $1.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-232.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $56.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -70284 | OU      | $-335.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       38813 | OU      | $26.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20201 | OU      | $-203.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2219539 | OU      | $-182.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       30000 | OU      | $86.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2130832 | OU      | $-1702.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC C Coffee Future                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |           2 | NS      | $-7181.25     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME E-Mini Standard & Poor's MidCap 400 Index         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           3 | NS      | $1400.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44863 | OU      | $26.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $57.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      500000 | OU      | $210.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -666688 | OU      | $-10.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2500 | OU      | $28.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      625000 | OU      | $15062.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3000 | OU      | $73.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     3515517 | OU      | $-938.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $61.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66167 | OU      | $-33.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |     2913878 | OU      | $-1712.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44863 | OU      | $24.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $-9.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2239141 | OU      | $-36.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $99.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      142202 | OU      | $349.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2911915 | OU      | $357.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       85041 | OU      | $-75.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex EURO STOXX Banks Index Future                   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |          10 | NS      | $2305.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Zinc Forward USD                                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-862.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     5000000 | OU      | $471.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       83500 | OU      | $16.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44938 | OU      | $434.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME E-mini Russell 2000 Index Futures                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DE               | CORP              | US        |          -1 | NS      | $-4810.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-29.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -15059357 | OU      | $210.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-242.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-309.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      115578 | OU      | $-958.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      100000 | OU      | $857.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8000 | OU      | $-8.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       91094 | OU      | $-245.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |           9 | NS      | $308.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $18.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2226294 | OU      | $216.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -45028 | OU      | $486.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -398714 | OU      | $-6.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -8881030 | OU      | $731.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -51763 | OU      | $590.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLN 0.04 12/18/2030                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |      200000 | PA      | $461.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $76.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HUF 0.06 12/18/2030                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |    20700000 | PA      | $-867.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1715254 | OU      | $-150.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       90930 | OU      | $-435.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       87944 | OU      | $76.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -38250 | OU      | $-244.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      923798 | OU      | $399.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       40031 | OU      | $53.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23780126 | OU      | $622.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      922915 | OU      | $351.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29532 | OU      | $743.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-97.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      135489 | OU      | $380.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        6500 | OU      | $2.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-251.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ITRAXX EUROPE CROSSOVER SERIES 44                     | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |    -1250019 | PA      | $167051.19    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1000034 | OU      | $-12.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      155394 | OU      | $335.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       18500 | OU      | $136.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1000034 | OU      | $-12.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      200000 | OU      | $85.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Lead Future                                       | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           2 | NS      | $-2611.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    68715010 | OU      | $-3123.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -9500 | OU      | $-11.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE WTI Crude Oil Futures Contract                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |          -2 | NS      | $2630.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44864 | OU      | $19.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66624 | OU      | $63.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Oil Future                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           2 | NS      | $1314.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -8942615 | OU      | $103.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    24104310 | OU      | $971.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -70799201 | OU      | $1701.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   415330490 | OU      | $-63.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-20.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $1156716.65   | 1.49%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Zinc Future                                       | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |          18 | NS      | $-1019.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1340000 | OU      | $57.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-108.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $53.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163338 | OU      | $67.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-6.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     2945935 | OU      | $222.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Brent Crude Oil Last Day Future Contract        | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-320.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1710558 | OU      | $124.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      100000 | OU      | $1223.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           3 | NS      | $-304.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       12000 | OU      | $61.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      656250 | OU      | $982.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266028 | OU      | $-232.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        3802 | OU      | $43.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Gas Oil Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           6 | NS      | $-22013.29    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2227893 | OU      | $89.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Yen Denominated Nikkei 225 Index Future           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | JP        |           4 | NS      | $1820.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COMEX Silver Future                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           7 | NS      | $216227.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | MXN 7.5 12/11/2030 OIS                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |     3200000 | PA      | $1784.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -69231760 | OU      | $2770.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3839645 | OU      | $378.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5500 | OU      | $4.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44834 | OU      | $593.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-212.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -388288 | OU      | $-11.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Brazilian Real Currency Future                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          14 | NS      | $3081.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Euro FX/Japanese Yen Cross Rate Currency          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | JP        |          10 | NS      | $51849.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       95500 | OU      | $58.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   193669843 | OU      | $1503.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -37365 | OU      | $-270.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23411725 | OU      | $225.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-58.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       14000 | OU      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       74418 | OU      | $537.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       64990 | OU      | $211.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $-949.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -562500 | OU      | $-49.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       33000 | OU      | $7.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       38959 | OU      | $29.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $58.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35502516 | OU      | $2851.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -387478 | OU      | $-19.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HUF 0.06 12/18/2030                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |    20700000 | PA      | $-867.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -146669210 | OU      | $-74.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      539413 | OU      | $274.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | WCE Canola Future                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | CA        |           2 | NS      | $103.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |      325404 | OU      | $-77.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   145748763 | OU      | $-565.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-91.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29530 | OU      | $742.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3910558 | OU      | $-76.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2286466 | OU      | $214.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        1000 | OU      | $3.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -81958 | OU      | $-167.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        2500 | OU      | $3.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29347 | OU      | $651.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -45028 | OU      | $486.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-314.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $102.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 10 Year Euro BUND Future                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          36 | NS      | $140.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Carbon Emissions Future                               | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           3 | NS      | $15557.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22077 | OU      | $197.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3936620 | OU      | $-243.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -387478 | OU      | $-19.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-221.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Wheat Future                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -9 | NS      | $4300.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -210074 | OU      | $-447.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -43500 | OU      | $-32.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -81579 | OU      | $-51.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -38251 | OU      | $-244.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-BTP Italian Bond Futures                         | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          65 | NS      | $42214.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $57.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -40221 | OU      | $-182.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3000 | OU      | $73.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | TII 2 1/8 01/15/35                                    | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1200000 | PA      | $1271855.66   | 1.64%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $18.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -23000 | OU      | $-98.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          29 | NS      | $-1187.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2226211 | OU      | $108.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       95500 | OU      | $58.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66626 | OU      | $-62.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        4500 | OU      | $14.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2741160 | OU      | $70.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | Montreal Exchange 10 Year Canadian Bond Future        | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |          84 | NS      | $17603.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           8 | NS      | $-1949.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35463380 | OU      | $807.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                | Euronext Milling Wheat Future                         | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |         -41 | NS      | $16473.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -420552010 | OU      | $-249.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       45500 | OU      | $39.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -11022 | OU      | $-26.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       37365 | OU      | $285.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       56308 | OU      | $36.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    47020000 | OU      | $663.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -79000 | OU      | $-47.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |          10 | NS      | $-4709.71     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     1385005 | OU      | $561.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                             | Federal Home Loan Bank Discount Notes                 | CUSIP: 313385SY3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     1750000 | PA      | $1736601.56   | 2.23%             | 2026-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -47572 | OU      | $504.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       35065 | OU      | $112.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    12500000 | OU      | $197.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     3113900 | OU      | $-880.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     9047162 | OU      | $-40.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -47866000 | OU      | $-1575.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -759054 | OU      | $832.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HKG Hang Seng Index Future                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |          10 | NS      | $84.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -532503 | OU      | $248.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3936771 | OU      | $-244.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Zinc Forward USD                                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $1230.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $215646.41    | 0.28%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -418171260 | OU      | $-107.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      430204 | OU      | $114.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-253.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      200000 | OU      | $1787.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -388288 | OU      | $-11.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2220064 | OU      | $-176.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       33818 | OU      | $72.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       13000 | OU      | $82.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        2000 | OU      | $-4.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-2.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      125000 | OU      | $-1032.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        6000 | OU      | $8.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $71.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1520808 | OU      | $1578.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -147209237 | OU      | $-397.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     3131146 | OU      | $-317.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | Cocoa Future                                          | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -4 | NS      | $6498.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22043 | OU      | $150.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       15000 | OU      | $37.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-92.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | French Government Bond Futures                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          28 | NS      | $33211.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1319999 | OU      | $53.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Oil Future                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -2 | NS      | $192.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2227536 | OU      | $93.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      159401 | OU      | $407.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Wheat Future                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -27 | NS      | $4822.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3114400 | OU      | $864.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      184020 | OU      | $394.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266026 | OU      | $-217.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $-0.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35802 | OU      | $-178.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-116.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $-28.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Swiss Franc Currency Future                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           2 | NS      | $-5890.99     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        3500 | OU      | $6.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1456130 | OU      | $175.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $1188927.44   | 1.53%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      429638 | OU      | $81.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       50000 | OU      | $-6.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |     1729584 | OU      | $-19470.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $2.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       39670 | OU      | $286.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        6000 | OU      | $17.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   838315980 | OU      | $332.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-53.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163328 | OU      | $138.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -11800 | OU      | $-18.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1340000 | OU      | $53.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44636 | OU      | $542.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | WCE Canola Future                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | CA        |           3 | NS      | $313.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2224086 | OU      | $131.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | Robusta Coffee Future 10-Tonne                        | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           2 | NS      | $2490.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       25000 | OU      | $28.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35635 | OU      | $-175.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX.NA.IG Series 45                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -2650000 | PA      | $64715.87     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           4 | NS      | $750.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       24000 | OU      | $19.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2148552 | OU      | $200.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -81983 | OU      | $-175.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       74950 | OU      | $535.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |      100000 | OU      | $333.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                | Euronext Maize Future                                 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |          -2 | NS      | $-205.07      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2736712 | OU      | $-94.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                | Euronext Milling Wheat Future                         | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |         -14 | NS      | $6583.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-116.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $7.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -758954 | OU      | $835.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $72.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       37364 | OU      | $285.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     3116224 | OU      | $-806.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2736712 | OU      | $92.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1500 | OU      | $3.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $36.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $63.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -758904 | OU      | $837.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4606 | OU      | $-41.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       38812 | OU      | $38.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2500000 | OU      | $34.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19917 | OU      | $-150.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   144323000 | OU      | $-1571.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    47652007 | OU      | $1344.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COMEX Copper Future                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           5 | NS      | $15469.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-276.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       70195 | OU      | $271.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    77103878 | OU      | $2205.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2286466 | OU      | $214.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        6500 | OU      | $20.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -51500 | OU      | $-186.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -200000 | OU      | $-1045.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       12000 | OU      | $32.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19500 | OU      | $-16.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 10 Year Australian Bond Future                    | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DCO              | CORP              | AU        |          27 | NS      | $-39566.45    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       10022 | OU      | $13.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | Chicago Board of Trade                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -6 | NS      | $-19850.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      200000 | OU      | $4013.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KCBT Hard Red Winter Wheat Future                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -4 | NS      | $2000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       32186 | OU      | $225.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Australian Dollar Currency Future                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           3 | NS      | $210.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     3093460 | OU      | $-1497.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      125000 | OU      | $568.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       83500 | OU      | $16.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $83.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-264.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $7.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Carbon Emissions Future                               | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |          10 | NS      | $25874.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -209999 | OU      | $-394.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        1000 | OU      | $6.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -400000 | OU      | $-898.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      400000 | OU      | $-2793.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       60000 | OU      | $-1189.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |         500 | OU      | $0.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       23001 | OU      | $-329.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34072 | OU      | $-214.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1500 | OU      | $-3.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2229023 | OU      | $76.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -81884 | OU      | $-145.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Oil Future                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           2 | NS      | $-90.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       35634 | OU      | $183.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | Ultra U.S. Treasury Bond Futures                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          23 | NS      | $17267.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Oats Future                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           1 | NS      | $12.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-26.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Number 11 World Sugar Future                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -1 | NS      | $873.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29492 | OU      | $673.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22938 | OU      | $-409.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -145610250 | OU      | $648.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     1768768 | OU      | $-587.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     7743080 | OU      | $-347.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB Index Mini Future                            | CUSIP: N/A<br>LEI: 8156005391EE905D3124       | Long             | DE               | CORP              | XX        |           1 | NS      | $-1253.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      100000 | OU      | $252.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       10000 | OU      | $80.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8000 | OU      | $0.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX.NA.HY Series 45                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -1600000 | PA      | $134894.18    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -200000 | OU      | $-1865.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $125.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |          10 | NS      | $-3241.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -87944 | OU      | $-68.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Micro E-mini Russell 2000 Futures                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           1 | NS      | $228.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -198314498 | OU      | $-2739.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Number 11 World Sugar Future                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -58 | NS      | $-32816.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2214139 | OU      | $-243.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $7.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |      203416 | OU      | $544.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |    10934044 | OU      | $-1947.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Primary Aluminum Future                           | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |          38 | NS      | $24140.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -175000 | OU      | $-1596.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20061 | OU      | $-29.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3922941 | OU      | $-155.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME E Mini Industrial Select Sector Futures           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           1 | NS      | $-270.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-20.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $2.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21916 | OU      | $-16.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Light Sweet Crude Oil Future                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -2 | NS      | $2600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Australian Dollar Currency Future                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |          -1 | NS      | $-45.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EUX Short term Euro-BTP Futures                       | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          54 | NS      | $5240.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       10000 | OU      | $80.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -17881629 | OU      | $246.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1319999 | OU      | $53.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 10 Year Euro BUND Future                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |         -17 | NS      | $-1376.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-26.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -42216 | OU      | $1242.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66625 | OU      | $68.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36651750 | OU      | $-3.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2203339 | OU      | $-363.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -14072 | OU      | $385.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          11 | NS      | $600.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      200000 | OU      | $4477.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        4623 | OU      | $57.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Reformulated Gasoline Blendstock for Oxygen     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           4 | NS      | $-12255.69    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -51762 | OU      | $590.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        2000 | OU      | $-4.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX.NA.IG Series 45                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -2650000 | PA      | $64715.87     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |    18500000 | OU      | $-695.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -757679 | OU      | $876.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32186 | OU      | $-221.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Class III Milk Future                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |          -1 | NS      | $1240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      105966 | OU      | $2.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -279981 | OU      | $-513.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35245 | OU      | $-241.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |           3 | NS      | $-280.37      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2148552 | OU      | $201.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      155394 | OU      | $335.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Corn Future                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -25 | NS      | $-10001.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-322.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -79000 | OU      | $-47.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | Robusta Coffee Future 10-Tonne                        | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           1 | NS      | $2810.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      176765 | OU      | $34.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HKD 0.03 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |     3200000 | PA      | $5245.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      557300 | OU      | $69.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       50000 | OU      | $114.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       39668 | OU      | $289.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      500000 | OU      | $874.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Zinc Forward USD                                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-1181.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66166 | OU      | $-34.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1500 | OU      | $31.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      158638 | OU      | $357.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -88624 | OU      | $-173.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-1.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Palladium Future                                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-9140.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |      160215 | OU      | $-800.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        6500 | OU      | $20.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-186.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        5500 | OU      | $17.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -666688 | OU      | $-10.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES        | OML Stockholm OMXS30 Index Future                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SE        |          24 | NS      | $27383.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35761660 | OU      | $511.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -169777 | OU      | $-428.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2397428 | OU      | $299.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-191.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-193.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19827 | OU      | $-263.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -562500 | OU      | $-246.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -533519 | OU      | $58.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      388288 | OU      | $11.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CZK 0.040 03/19/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |     5100000 | PA      | $-691.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                           | TEF SET50 Index Future                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | TH        |           2 | NS      | $-141.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -21500 | OU      | $-20.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -16500 | OU      | $68.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266028 | OU      | $-131.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | Montreal Exchange 2 Year Canadian Bond Future         | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |          27 | NS      | $725.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66625 | OU      | $63.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266026 | OU      | $-251.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Nickel Forward USD                                | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |          -1 | NS      | $498.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -56308 | OU      | $-37.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $25.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BURSA MALAYSIA                                      | MDE Kuala Lumpur Composite Index Future               | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Long             | DE               | CORP              | MY        |           2 | NS      | $-242.09      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Live Cattle Future                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |          -2 | NS      | $-2040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2500 | OU      | $47.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $174.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       38250 | OU      | $249.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      105000 | OU      | $40.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      184020 | OU      | $394.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     1385070 | OU      | $565.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   837075980 | OU      | $258.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35243 | OU      | $-240.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSE COMMODITY DERIVATIVES MARKET                    | SAFEX Yellow Maize Future                             | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | ZA        |          -1 | NS      | $-745.01      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Palladium Future                                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           2 | NS      | $15100.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | OSE Nikkei 225 mini Future                            | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |           7 | NS      | $14898.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $-533.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44938 | OU      | $434.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       32114 | OU      | $74.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      200000 | OU      | $1171.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          10 | NS      | $375.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      293910 | OU      | $15.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      294072 | OU      | $31.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Future                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          35 | NS      | $33178.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8665 | OU      | $1.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       38813 | OU      | $26.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      147579 | OU      | $815.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -244753 | OU      | $-284.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1720 | OU      | $31.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      146780 | OU      | $318.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-49.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -7000 | OU      | $-12.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21994 | OU      | $86.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    33153962 | OU      | $788.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -31009800 | OU      | $3270.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2221350 | OU      | $259.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -207340310 | OU      | $8555.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      100000 | OU      | $1031.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       34072 | OU      | $228.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2500 | OU      | $22.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21914 | OU      | $-19.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2234388 | OU      | $16.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       50000 | OU      | $119.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      333334 | OU      | $624.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $191.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      147571 | OU      | $348.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2213989 | OU      | $-244.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     2928150 | OU      | $-925.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -418817010 | OU      | $-145.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -836174020 | OU      | $-203.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | CBOT 3 Year US Treasury Note Future                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1500 | OU      | $1.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66166 | OU      | $41.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-793.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44912 | OU      | $481.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       14532 | OU      | $36.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                           | Blackrock Liquidity Funds T-Fund Institutional Shares | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |       23647 | PA      | $23646.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44864 | OU      | $28.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       50000 | OU      | $137.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29594 | OU      | $751.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -163338 | OU      | $-69.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2397430 | OU      | $308.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -272232 | OU      | $-185.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      666688 | OU      | $10.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66626 | OU      | $-58.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35136750 | OU      | $1030.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $11.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2500 | OU      | $28.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |      200000 | OU      | $1094.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-49.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     1466572 | OU      | $-198.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      273882 | OU      | $7.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2500000 | OU      | $28.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -104944 | OU      | $-157.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-92.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $63.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       50000 | OU      | $386.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $1054269.42   | 1.36%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $3.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |     1948707 | OU      | $5352.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -125000000 | OU      | $8913.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      300000 | OU      | $6014.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2737522 | OU      | $-112.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       25000 | OU      | $5.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME British Pound Currency Future                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -13 | NS      | $-8615.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1343750 | OU      | $-1719.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      200000 | OU      | $-1020.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Zinc Forward USD                                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           2 | NS      | $2253.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $63.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -374695684 | OU      | $254.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KCBT Hard Red Winter Wheat Future                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           4 | NS      | $-284.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22063 | OU      | $177.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       10022 | OU      | $13.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2737522 | OU      | $110.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7830475 | OU      | $-212.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      125000 | OU      | $-2710.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      205142 | OU      | $23.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2741160 | OU      | $70.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         500 | OU      | $0.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Nickel Future                                     | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |         -11 | NS      | $16629.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-186.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66166 | OU      | $41.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-14.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    18004918 | OU      | $-667.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       56308 | OU      | $36.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $57.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8000 | OU      | $153.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZAR 7.0 03/19/2031                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | ZA        |     5000000 | PA      | $3552.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Lean Hogs Future                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |         -13 | NS      | $-7428.62     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29818 | OU      | $740.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Gas Oil Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-1750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CDX.EM Series 44                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |     -300000 | PA      | $-4144.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1200000 | OU      | $-6560.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23856262 | OU      | $704.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -104869 | OU      | $-103.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3869504 | OU      | $187.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        6000 | OU      | $31.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       18000 | OU      | $14.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      400000 | OU      | $-874.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23772790 | OU      | $614.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE S&P ASX Share Price Index 200 Future              | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DE               | CORP              | AU        |           4 | NS      | $-17867.80    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | OSE Nikkei 225 Index Future                           | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |           1 | NS      | $-13668.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-240.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        | -1677605300 | OU      | $-725.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $244.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $27.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      116325 | OU      | $919.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $-556.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        4000 | OU      | $-0.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Reformulated Gasoline Blendstock for Oxygen     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           2 | NS      | $-7266.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       39356 | OU      | $264.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     2000000 | OU      | $-1064.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           7 | NS      | $-1428.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1666722 | OU      | $-7.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66624 | OU      | $68.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2228148 | OU      | $86.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1720 | OU      | $31.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36592 | OU      | $979.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     2843360 | OU      | $-1526.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX NY Harbor ULSD Futures                          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           6 | NS      | $-39101.31    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    96780276 | OU      | $3900.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |     1300000 | OU      | $13706.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BURSA MALAYSIA                                      | MDE Crude Palm Oil Future                             | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Short            | DCO              | CORP              | MY        |          -4 | NS      | $829.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $91.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-254.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $223.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      293806 | OU      | $5.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      216000 | OU      | $69.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-166.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX.NA.HY Series 45                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -1600000 | PA      | $134894.18    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23799851 | OU      | $643.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $44.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66167 | OU      | $40.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HKG Mini Hang Seng China Enterprise Index Future      | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | HK        |          -1 | NS      | $-15.41       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |     1618016 | OU      | $-3138.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        9500 | OU      | $62.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       39479 | OU      | $-744.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44938 | OU      | $451.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44864 | OU      | $19.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       19500 | OU      | $-13.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   195613037 | OU      | $2020.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | CBOT US Treasure Bond Futures                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          52 | NS      | $15433.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266028 | OU      | $-203.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       38251 | OU      | $249.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66625 | OU      | $-58.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      387478 | OU      | $19.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       74950 | OU      | $535.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $65.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-72.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       65130 | OU      | $320.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      999999 | OU      | $39.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66624 | OU      | $-62.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3870479 | OU      | $180.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22057 | OU      | $170.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First American Funds Inc.                           | First American Government Obligations Fund            | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |    20662078 | PA      | $20662077.64  | 26.57%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |     6892938 | OU      | $2401.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |     1378733 | OU      | $354.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Mar26                               | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |         -20 | NS      | $4507.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -23528 | OU      | $352.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      100000 | OU      | $-705.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1666722 | OU      | $-7.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 3 Year Australian Bond Future                     | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DCO              | CORP              | AU        |          11 | NS      | $-7321.92     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        4500 | OU      | $31.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $122.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6500 | OU      | $14.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -833360 | OU      | $-9.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      176758 | OU      | $33.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      500000 | OU      | $91.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       48322 | OU      | $23.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       74950 | OU      | $534.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           1 | NS      | $-130.93      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    36073270 | OU      | $-927.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       23011 | OU      | $-317.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $-2.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -62500 | OU      | $-182.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   831100000 | OU      | $-100.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSE COMMODITY DERIVATIVES MARKET                    | SAFEX White Maize Future                              | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | ZA        |          -4 | NS      | $-3083.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-19.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-6.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-19.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        4500 | OU      | $31.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    71797790 | OU      | $-1020.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       38812 | OU      | $64.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       93236 | OU      | $193.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34073 | OU      | $-214.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME South African Rand Currency Future                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          24 | NS      | $11852.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44863 | OU      | $26.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      149314 | OU      | $383.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3870479 | OU      | $180.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |    12090846 | OU      | $4597.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -538051 | OU      | $-790.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       14000 | OU      | $113.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4606 | OU      | $-41.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      625000 | OU      | $-8562.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -24081067 | OU      | $-947.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -365650 | OU      | $-173.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       14500 | OU      | $74.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       46460 | OU      | $26.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        6500 | OU      | $-5.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163328 | OU      | $128.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      177064 | OU      | $77.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      158638 | OU      | $357.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $41.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -56470 | OU      | $627.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266028 | OU      | $-183.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       19500 | OU      | $-13.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 90 Day Australian Bank Accepted Bills Future      | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |          -2 | NS      | $694.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2219864 | OU      | $-179.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |           8 | NS      | $724.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-272.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC Number 11 World Sugar Future                | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -3 | NS      | $4155.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22920 | OU      | $-430.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $-155.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8000 | OU      | $153.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      702896 | OU      | $70.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8000 | OU      | $-8.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23707855 | OU      | $544.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      273890 | OU      | $8.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      744935 | OU      | $-1282.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |           6 | NS      | $-285.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35390000 | OU      | $857.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      147570 | OU      | $348.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-213.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-24.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       23048 | OU      | $-271.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Wheat Future                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -1 | NS      | $75.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    33175856 | OU      | $855.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -56680 | OU      | $-115.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5000 | OU      | $-49.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      180848 | OU      | $398.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -89278 | OU      | $-69.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          33 | NS      | $361.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | SGX Mini Japan Government 10 Year Bond Future         | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Short            | DCO              | CORP              | JP        |         -48 | NS      | $31050.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      875000 | OU      | $1484.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $-0.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       25000 | OU      | $123.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -145456757 | OU      | $790.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2741160 | OU      | $-71.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66166 | OU      | $-33.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       38813 | OU      | $-69.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Long Gilt Future                                      | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -7 | NS      | $-9779.24     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        3000 | OU      | $22.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE                                  | SGX INR/USD Future                                    | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Short            | DFE              | CORP              | US        |         -18 | NS      | $2810.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           3 | NS      | $512.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      186474 | OU      | $405.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-1056.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-318.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833361 | OU      | $10.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 30 Year Euro BUXL Future                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |         -17 | NS      | $14474.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       38812 | OU      | $38.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HKD 0.03 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |     3200000 | PA      | $5245.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1500 | OU      | $-3.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       39350 | OU      | $265.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -70715500 | OU      | $1758.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      487240 | OU      | $47.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35104 | OU      | $-140.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       89278 | OU      | $78.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44863 | OU      | $19.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     4442749 | OU      | $-324.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -150000 | OU      | $-1315.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $95.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19800 | OU      | $-296.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         500 | OU      | $1.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -52000 | OU      | $-32.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      750000 | OU      | $2497.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | United States Treasury Bill                           | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $999136.62    | 1.28%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | E-mini S&P Real Estate Select Sector Stock Index      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DE               | CORP              | US        |          -2 | NS      | $-275.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20085 | OU      | $-59.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      500000 | OU      | $874.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       89278 | OU      | $76.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HKD 0.03 12/18/2030                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |      800000 | PA      | $1276.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Light Sweet Crude Oil Future                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -2 | NS      | $1000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |   132570812 | OU      | $3017.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-309.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex STOXX 600 Banks Index Future                    | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           1 | NS      | $944.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6500 | OU      | $14.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21991 | OU      | $83.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20165 | OU      | $-158.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $141.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -368966 | OU      | $-9.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1500 | OU      | $3.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        9000 | OU      | $1.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -69917050 | OU      | $2303.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2741160 | OU      | $70.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      274668 | OU      | $91.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3869408 | OU      | $187.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $11.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -168796540 | OU      | $17600.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        6000 | OU      | $17.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      368966 | OU      | $9.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-202.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-686.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BURSA MALAYSIA                                      | MDE Crude Palm Oil Future                             | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Short            | DCO              | CORP              | MY        |          -1 | NS      | $125.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        9000 | OU      | $1.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1340000 | OU      | $53.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      111046 | OU      | $249.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME E-Micro EUR/USD Euro Currency Future              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           2 | NS      | $131.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      186474 | OU      | $405.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $7.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       50000 | OU      | $261.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CTN Number 2 Cotton Future                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |           2 | NS      | $-1503.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -89278 | OU      | $-69.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Norwegian Krone Currency Future                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           1 | NS      | $-6490.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      239064 | OU      | $-79.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -52000 | OU      | $-32.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HUF 0.06 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |    56800000 | PA      | $-2355.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        1000 | OU      | $6.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $21.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLN 0.04 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |     1200000 | PA      | $2729.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        3802 | OU      | $43.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-974.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       18000 | OU      | $14.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22979 | OU      | $-357.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      500000 | OU      | $-14.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -71462510 | OU      | $1249.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |         500 | OU      | $0.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       93236 | OU      | $193.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $23.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IFSC NIFTY 50 Index Futures                           | CUSIP: N/A<br>LEI: 335800NLY5HYW9I7YE03       | Long             | DE               | CORP              | US        |          29 | NS      | $5280.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -46460 | OU      | $-27.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Future                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          14 | NS      | $43344.07     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44834 | OU      | $625.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -69424010 | OU      | $2639.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1000 | OU      | $7.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -53335632 | OU      | $3679.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      177470 | OU      | $2728.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -756374 | OU      | $917.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2736712 | OU      | $92.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2226294 | OU      | $216.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Tin Forward USD                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $12053.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -42216 | OU      | $1159.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -147571 | OU      | $-354.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       25000 | OU      | $129.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $149.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |      958266 | OU      | $-5741.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-267.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2203234 | OU      | $-365.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-67.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      387478 | OU      | $19.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           8 | NS      | $-415.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833361 | OU      | $-1.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     3085124 | OU      | $-1772.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      125000 | OU      | $2433.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2230311 | OU      | $62.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                             | Federal Home Loan Bank Discount Notes                 | CUSIP: 313385SP2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     2000000 | PA      | $1986525.00   | 2.55%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266028 | OU      | $-150.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BURSA MALAYSIA                                      | MDE Crude Palm Oil Future                             | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Short            | DCO              | CORP              | MY        |          -7 | NS      | $395.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       20000 | OU      | $17.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      125000 | OU      | $2512.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7715110 | OU      | $527.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      200000 | OU      | $4465.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      900000 | PA      | $918868.49    | 1.18%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -36646250 | OU      | $0.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20165 | OU      | $-158.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-26.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |     1500000 | OU      | $397.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       46460 | OU      | $26.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-24.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |  1618680318 | OU      | $4029.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |  1598768034 | OU      | $25166.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -43500 | OU      | $-32.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3906855 | OU      | $-52.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 5 Year Euro BOBL Future                         | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          29 | NS      | $-6325.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-652.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | MIAX Futures Onyx Hard Red Spring Wheat Futures       | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Short            | DCO              | CORP              | US        |          -9 | NS      | $3000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66625 | OU      | $-58.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Reformulated Gasoline Blendstock for Oxygen     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-415.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833360 | OU      | $9.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       52206 | OU      | $51.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1523 | OU      | $28.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $70.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       50000 | OU      | $51.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3849438 | OU      | $315.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Natural Gas Future                                | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -5 | NS      | $10141.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       25000 | OU      | $5.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44863 | OU      | $19.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       87500 | OU      | $53.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Gas Oil Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |          10 | NS      | $-37089.34    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2233553 | OU      | $26.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -293104000 | OU      | $-3.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-13.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          10 | NS      | $777.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29530 | OU      | $742.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -11022 | OU      | $-26.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       39350 | OU      | $265.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      462132 | OU      | $212.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -7000 | OU      | $-12.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-358.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     1000000 | OU      | $-220.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           5 | NS      | $110.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       70162 | OU      | $247.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CTN Number 2 Cotton Future                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -58 | NS      | $44906.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      225000 | OU      | $4443.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $54.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -458472 | OU      | $-12.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -390608036 | OU      | $-3876.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       52206 | OU      | $51.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -34932430 | OU      | $1169.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       87500 | OU      | $53.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        3500 | OU      | $3.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |     2314125 | OU      | $2015.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23581865 | OU      | $409.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      656324 | OU      | $1161.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | White Sugar Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |         -22 | NS      | $-14830.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     1384310 | OU      | $523.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       31078 | OU      | $66.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-71.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $110.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29347 | OU      | $651.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -23779065 | OU      | $-621.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Lead Forward USD                                  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |          -2 | NS      | $534.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | Euronext Rapeseed Future                              | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DCO              | CORP              | XX        |           2 | NS      | $-430.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       16000 | OU      | $7.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      684322 | OU      | $-315.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Jun26                               | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |         -51 | NS      | $13237.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Tin Forward USD                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $10255.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Gas Oil Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |          -2 | NS      | $-1250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4623 | OU      | $-57.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29818 | OU      | $740.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -146201000 | OU      | $245.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $56.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $42.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           3 | NS      | $-198.01      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MONEP                                | Euronext CAC 40 Index Future                          | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DE               | CORP              | XX        |          11 | NS      | $20627.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       40031 | OU      | $51.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1780 | OU      | $34.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1666722 | OU      | $-21.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |     1363700 | OU      | $1637.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      293863 | OU      | $11.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -175000 | OU      | $-1598.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -14072 | OU      | $385.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        2500 | OU      | $4.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       52206 | OU      | $41.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19500 | OU      | $-16.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-449.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   293341526 | OU      | $44.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44546 | OU      | $498.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HUF 0.06 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |    56800000 | PA      | $-2355.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $18.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     4207805 | OU      | $-1442.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      105880 | OU      | $-20.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE (FLOOR)                 | CME E-Mini Standard & Poor's 500 Index Future         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |          33 | NS      | $317924.35    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      272232 | OU      | $181.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-91.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       35065 | OU      | $112.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-219.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | Cocoa Future                                          | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -3 | NS      | $6514.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-974.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | XX        |          -1 | NS      | $-14.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      293896 | OU      | $14.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   214711500 | OU      | $-3528.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6000 | OU      | $114.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -163340 | OU      | $-83.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       70059 | OU      | $174.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-207.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      159400 | OU      | $407.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44835 | OU      | $594.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Future                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           3 | NS      | $1500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $121.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833361 | OU      | $-0.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |     1100000 | OU      | $-3518.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -289228724 | OU      | $2759.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3922916 | OU      | $-155.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5500 | OU      | $-4.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | Ultra 10-Year US Treasury Note Futures                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          11 | NS      | $2031.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2229501 | OU      | $71.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HKG Hang Seng China Enterprises Index Future          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |          26 | NS      | $2417.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | XX        |          -8 | NS      | $697.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22066 | OU      | $182.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      149314 | OU      | $383.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           3 | NS      | $-348.53      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Natural Gas Future                                | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -5 | NS      | $14402.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      105965 | OU      | $2.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4623 | OU      | $-57.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           1 | NS      | $-97.22       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2221350 | OU      | $259.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   194618537 | OU      | $1755.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       41818 | OU      | $100.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -245080 | OU      | $-518.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32643 | OU      | $-220.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -245054 | OU      | $-499.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       56680 | OU      | $113.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -23992204 | OU      | $-851.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |     7299837 | OU      | $2090.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |    35719438 | OU      | $-425.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       46119 | OU      | $-513.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 90 Day Australian Bank Accepted Bills Future      | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |          -2 | NS      | $756.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       16000 | OU      | $7.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $34.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Wheat Future                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           6 | NS      | $-951.64      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35803 | OU      | $-178.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -47572 | OU      | $504.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      656324 | OU      | $1161.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     1384976 | OU      | $560.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $27.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       70838 | OU      | $491.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      537571 | OU      | $-67.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $37.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -87944 | OU      | $-68.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $66.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLN 0.04 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |     1100000 | PA      | $2502.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      125000 | OU      | $-505.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | Montreal Exchange 5 Year Canadian Bond Future         | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |          19 | NS      | $2550.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       34979 | OU      | $50.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -163328 | OU      | $-131.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |     1148121 | OU      | $3825.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1800000 | OU      | $-5320.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      175000 | OU      | $-614.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833362 | OU      | $-1.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2225111 | OU      | $120.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME New Zealand Dollar Currency Future                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -52 | NS      | $-15695.71    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -418297010 | OU      | $-114.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -418701760 | OU      | $-138.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      293840 | OU      | $8.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         500 | OU      | $0.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT FINEX United States Dollar Index Future         | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DFE              | CORP              | US        |          -4 | NS      | $-8239.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       11022 | OU      | $26.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Light Sweet Crude Oil Future                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -3 | NS      | $-924.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        2500 | OU      | $3.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       33392 | OU      | $72.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2500000 | OU      | $28.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      922812 | OU      | $345.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      500000 | OU      | $458.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6500 | OU      | $-8.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -9000 | OU      | $129.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -14500 | OU      | $-6.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44863 | OU      | $24.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266028 | OU      | $-203.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -97717697 | OU      | $7028.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-559.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       13500 | OU      | $35.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $-285.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66626 | OU      | $-62.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-233.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      216000 | OU      | $69.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6000 | OU      | $19.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex EURO STOXX 50 Future                            | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |          37 | NS      | $48980.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3802 | OU      | $-42.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                | Euronext Milling Wheat Future                         | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |          -2 | NS      | $533.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      180848 | OU      | $398.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-574.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1000 | OU      | $-1.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Brent Crude Oil Future                            | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           6 | NS      | $6762.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7788714 | OU      | $55.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $66.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSE EQUITY DERIVATIVES MARKET                       | SAFEX FTSE/JSE Top 40 Index Future                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | ZA        |           9 | NS      | $17744.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -562500 | OU      | $-49.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | ICE US mini MSCI EAFE Index Futures                   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |          14 | NS      | $21763.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       38960 | OU      | $28.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Henry Hub Natural Gas Futures                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           1 | NS      | $1960.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      105891 | OU      | $-17.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Copper Forward USD                                | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           2 | NS      | $17054.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1780 | OU      | $34.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | Ultra U.S. Treasury Bond Futures                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -5 | NS      | $-1875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2397429 | OU      | $299.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | Sugar No. 11 Future                                   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |          13 | NS      | $-16440.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                        | United States Treasury Bill                           | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8000000 | PA      | $7900315.84   | 10.16%            | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $733946.05    | 0.94%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | KRW 0.03 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | KR        |   520000000 | PA      | $-1409.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-197.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      105000 | OU      | $40.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $-2.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $66.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        3500 | OU      | $1.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23439629 | OU      | $255.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-43.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Live Cattle Future                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           2 | NS      | $460.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2741160 | OU      | $-71.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | XX        |          -6 | NS      | $263.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -5913511 | OU      | $-803.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Euro Foreign Exchange Currency Future             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          20 | NS      | $2741.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        3500 | OU      | $0.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       39668 | OU      | $286.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -11800 | OU      | $-18.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | French Government Bond Futures                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |         -14 | NS      | $-20801.72    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Reformulated Gasoline Blendstock for Oxygen     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           4 | NS      | $-13633.40    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        4606 | OU      | $41.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22077 | OU      | $196.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23714948 | OU      | $552.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -175000 | OU      | $-1693.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-1056.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1000 | OU      | $2.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -17873649 | OU      | $269.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $64.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       23053 | OU      | $-265.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $44.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      205142 | OU      | $23.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |     1600000 | OU      | $-17322.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          31 | NS      | $775.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-260.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      656176 | OU      | $1178.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex DAX Index Future                                | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           3 | NS      | $27975.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       45000 | OU      | $10.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-26.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -953638 | OU      | $-1085.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4000 | OU      | $46.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      250000 | OU      | $954.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | ICE US MSCI Emerging Markets EM Index Futures         | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |          31 | NS      | $37423.31     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163340 | OU      | $80.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       50000 | OU      | $367.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -24012245 | OU      | $-872.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      116324 | OU      | $919.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      364942 | OU      | $-20.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -36592 | OU      | $978.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       38812 | OU      | $64.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Platinum Future                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           7 | NS      | $40227.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2212689 | OU      | $-259.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2211289 | OU      | $-274.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        | -1635088040 | OU      | $1829.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21924 | OU      | $-6.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Brent Crude Oil Future                            | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |          -2 | NS      | $940.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-96.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2220069 | OU      | $-176.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      159400 | OU      | $389.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5500 | OU      | $4.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66626 | OU      | $64.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29532 | OU      | $743.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -458470 | OU      | $-12.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -29492 | OU      | $673.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   415897990 | OU      | $-29.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $110.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $59.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       13500 | OU      | $35.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       38813 | OU      | $-69.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | ICE Cocoa Future                                      | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -6 | NS      | $26225.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -398714 | OU      | $-6.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -833361 | OU      | $1.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1065626 | OU      | $-923.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -459239 | OU      | $-54.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   375478000 | OU      | $-209.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                | Euronext Derivatives Paris                            | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |          -4 | NS      | $-476.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Swedish Krona Currency Future                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           1 | NS      | $-3862.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $11.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -163328 | OU      | $-143.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $-140.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -42216 | OU      | $1150.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Primary Aluminum Forward USD                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           5 | NS      | $675.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $-28.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -188736001 | OU      | $-191.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | XX        |          -5 | NS      | $479.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -4521024 | OU      | $6054.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      130260 | OU      | $-2990.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $24.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $240.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3900653 | OU      | $-12.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      147578 | OU      | $1212.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $56.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TR        |     8667217 | OU      | $1767.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8000 | OU      | $0.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1500 | OU      | $-4.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       39356 | OU      | $266.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NS      | $229.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE (FUTURES MARKET)                     | KFE US Dollar Future                                  | CUSIP: N/A<br>LEI: 549300TJ3RRV6Q1UEW14       | Long             | DFE              | CORP              | KR        |           6 | NS      | $-49.63       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10022 | OU      | $-14.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     4000000 | OU      | $-281.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       39356 | OU      | $264.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20103 | OU      | $-81.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Henry Hub Natural Gas Futures                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -2 | NS      | $-3290.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | SFE 90 Day Australian Bank Accepted Bills Future      | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |          -5 | NS      | $1766.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       40462 | OU      | $319.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |     2155044 | OU      | $3694.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -48128 | OU      | $-68.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $23.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         500 | OU      | $1.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -200000 | OU      | $-1709.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2202839 | OU      | $-369.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23299253 | OU      | $104.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -48344 | OU      | $-51.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2397429 | OU      | $308.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      656250 | OU      | $982.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4000 | OU      | $46.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -757254 | OU      | $889.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        6000 | OU      | $31.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-974.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB Index Future                                 | CUSIP: N/A<br>LEI: 8156005391EE905D3124       | Long             | DE               | CORP              | XX        |           4 | NS      | $7431.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-197.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      500000 | OU      | $105.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Mexican Peso Currency Future                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          83 | NS      | $48150.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      111046 | OU      | $250.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       34073 | OU      | $228.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-268.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        5500 | OU      | $31.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |      100000 | OU      | $196.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-270.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-238.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      325000 | OU      | $-1149.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Lean Hogs Future                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           4 | NS      | $-288.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       14000 | OU      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -46460 | OU      | $-27.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3100772 | OU      | $1284.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |         -68 | NS      | $-3860.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           2 | NS      | $33.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -163338 | OU      | $-69.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $16.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        2500 | OU      | $4.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | Sugar No. 11 Future                                   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -39 | NS      | $-6000.95     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -91500 | OU      | $-81.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        3000 | OU      | $22.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1413194 | OU      | $-92.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         500 | OU      | $1.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-200.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2221350 | OU      | $269.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       20000 | OU      | $17.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35634 | OU      | $-175.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      368966 | OU      | $9.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35137200 | OU      | $1029.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      147578 | OU      | $1212.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2500 | OU      | $47.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66624 | OU      | $-62.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2736712 | OU      | $-94.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      100000 | OU      | $-240.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      135712 | OU      | $422.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |      405388 | OU      | $54.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       11800 | OU      | $18.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME British Pound Currency Future                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           1 | NS      | $368.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -42216 | OU      | $1150.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Oil Future                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           2 | NS      | $1026.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $242.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $37.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -21500 | OU      | $-20.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      229790 | OU      | $860.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -91500 | OU      | $-81.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    47028150 | OU      | $671.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -17727378 | OU      | $1851.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44912 | OU      | $480.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       48344 | OU      | $50.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32187 | OU      | $-221.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       11022 | OU      | $26.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       34978 | OU      | $50.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        6000 | OU      | $8.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -756579 | OU      | $911.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       88625 | OU      | $171.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2204464 | OU      | $-351.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       45500 | OU      | $39.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $1058071.12   | 1.36%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | MXN 7.5 03/12/2031 OIS                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | KR        |    10000000 | PA      | $4469.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        5500 | OU      | $31.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    76993880 | OU      | $1811.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-217.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       35802 | OU      | $186.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7860425 | OU      | $-404.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   147092000 | OU      | $377.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Brent Crude Oil Future                            | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |          -6 | NS      | $-4809.79     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 5 Year Euro BOBL Future                         | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |         -20 | NS      | $50.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-440.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -16500 | OU      | $68.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Meal Future                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          27 | NS      | $-2208.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           9 | NS      | $184.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      656176 | OU      | $1178.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -368966 | OU      | $-9.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     9060824 | OU      | $-4639.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $190.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -48205000 | OU      | $-1940.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -23529 | OU      | $352.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1266027 | OU      | $102.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $57.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2221251 | OU      | $163.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      923291 | OU      | $371.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX NY Harbor ULSD Futures                          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           9 | NS      | $-43465.91    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          23 | NS      | $2105.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      541795 | OU      | $1492.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19800 | OU      | $-296.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2234036 | OU      | $20.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           6 | NS      | $-5.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex 2 Year Euro SCHATZ Future                       | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |           5 | NS      | $-191.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      557300 | OU      | $69.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      150000 | OU      | $-535.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -69983000 | OU      | $2258.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Live Cattle Future                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           3 | NS      | $-6900.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1000000 | OU      | $40.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -459238 | OU      | $-54.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       89278 | OU      | $76.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CTN Frozen Concentrated Orange Juice A          | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -1 | NS      | $3300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      534146 | OU      | $-704.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Rough Rice Future                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -3 | NS      | $2130.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3839602 | OU      | $378.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -420442010 | OU      | $-243.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6000 | OU      | $114.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -24075004 | OU      | $-940.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -833362 | OU      | $-10.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      536544 | OU      | $-258.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -837696520 | OU      | $-295.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $0.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2824367 | OU      | $38.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22082 | OU      | $202.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22098 | OU      | $223.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $21.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35853250 | OU      | $541.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2221826 | OU      | $157.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      250000 | OU      | $-1906.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       24000 | OU      | $14.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex Dow Jones EURO STOXX 50 Dividend Future         | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           2 | NS      | $1694.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $1059933.93   | 1.36%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2500000 | OU      | $34.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23777753 | OU      | $620.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 90 Day Australian Bank Accepted Bills Future      | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |          -2 | NS      | $457.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |          12 | NS      | $270.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    47594507 | OU      | $1282.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -836575000 | OU      | $-227.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       23017 | OU      | $-310.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5500 | OU      | $-4.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $17.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $144.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Future on STOXX Europe 600 ESG-X                      | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           2 | NS      | $1139.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        9500 | OU      | $62.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      153161 | OU      | $324.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       51750 | OU      | $30.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        2000 | OU      | $-3.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                        | United States Treasury Bill                           | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9000000 | PA      | $8863003.08   | 11.40%            | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $3.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       74950 | OU      | $534.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22103 | OU      | $231.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       32187 | OU      | $224.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21925 | OU      | $-4.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -757109 | OU      | $894.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-200.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | FTSE 100 Index Future                                 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DE               | CORP              | GB        |          32 | NS      | $130829.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -134165 | OU      | $-132.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |   105198156 | OU      | $-14083.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $61.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Canadian Dollar Currency Future                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -70 | NS      | $4588.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Henry Hub Natural Gas Futures                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           1 | NS      | $1190.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Eurex Stoxx Europe 600 Futures                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           9 | NS      | $7629.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $1132423.42   | 1.46%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |     1000000 | OU      | $1221.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ITRAXX EUROPE SERIES 44                               | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |    -2650000 | PA      | $74093.20     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22928 | OU      | $-421.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       23013 | OU      | $-315.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2228351 | OU      | $84.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-974.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Gas Oil Future                                    | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           1 | NS      | $-4450.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Corn Future                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -13 | NS      | $-3225.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       89278 | OU      | $78.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -42216 | OU      | $1158.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |     1600000 | OU      | $-5402.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -418612500 | OU      | $-133.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $16.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           8 | NS      | $-714.61      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Corn Future                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-387.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       30000 | OU      | $86.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -833361 | OU      | $1.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66167 | OU      | $40.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8665 | OU      | $-1.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      666688 | OU      | $10.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $35.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -81884 | OU      | $-145.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -23787255 | OU      | $-630.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -48344 | OU      | $-51.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CTN Number 2 Cotton Future                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -5 | NS      | $4460.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Corn Future                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -7 | NS      | $-237.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3900309 | OU      | $-10.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-150.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          12 | NS      | $675.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-1066.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2741160 | OU      | $-71.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      500000 | OU      | $243.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1500 | OU      | $14.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6000 | OU      | $19.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      135442 | OU      | $371.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       25000 | OU      | $28.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2228111 | OU      | $86.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $182.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -40133 | OU      | $-71.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |          18 | NS      | $340.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-50.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      177056 | OU      | $76.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        8665 | OU      | $1.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -147570 | OU      | $-354.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -56680 | OU      | $-115.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KCBT Hard Red Winter Wheat Future                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -12 | NS      | $7165.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       62500 | OU      | $67.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           1 | NS      | $-102.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20152 | OU      | $-142.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3802 | OU      | $-42.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       50000 | OU      | $81.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |      203437 | OU      | $559.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           9 | NS      | $255.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        1000 | OU      | $3.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-53.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       12000 | OU      | $32.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       51427 | OU      | $45.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19822 | OU      | $-268.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2229761 | OU      | $68.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19822 | OU      | $-269.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND FUTURES & OPTIONS                       | NZF 3 Month Bank Accepted New Zealand Bill            | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DCO              | CORP              | NZ        |           3 | NS      | $-766.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19917 | OU      | $-150.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -81545 | OU      | $-40.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2741160 | OU      | $-71.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -8938831 | OU      | $85.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3910708 | OU      | $-77.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -9000 | OU      | $129.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         500 | OU      | $1.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | SGX FTSE Taiwan Index Futures                         | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | US        |          13 | NS      | $38459.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3-Month CORRA Futures                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DCO              | CORP              | CA        |          15 | NS      | $-397.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -244946 | OU      | $-422.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      136163 | OU      | $125.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22046 | OU      | $154.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX.EM Series 44                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |     -300000 | PA      | $-4144.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2202644 | OU      | $-371.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      146780 | OU      | $318.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HUF 0.065 03/19/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |     5000000 | PA      | $106.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       56680 | OU      | $113.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1666722 | OU      | $21.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $539.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-96.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     4453839 | OU      | $-200.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       24000 | OU      | $19.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      150000 | OU      | $-634.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      135726 | OU      | $424.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $25.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       52206 | OU      | $41.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2958565 | OU      | $-437.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Corn Future                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          23 | NS      | $6349.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23298720 | OU      | $103.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -562500 | OU      | $-77.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2233303 | OU      | $28.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       60000 | OU      | $-1189.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $11.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | Three-Month SOFR Futures                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           7 | NS      | $225.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        6500 | OU      | $2.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | CBOT 5 Year US Treasury Note                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         153 | NS      | $19174.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |     4347712 | OU      | $14433.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Long Gilt Future                                      | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          32 | NS      | $28776.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $601856.55    | 0.77%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5000 | OU      | $-49.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | CBOT 2 Year US Treasury Note Future                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          50 | NS      | $-881.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44938 | OU      | $450.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $53.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       32114 | OU      | $74.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      398714 | OU      | $6.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CZK 0.040 03/19/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | ZA        |     5100000 | PA      | $-691.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      587782 | OU      | $27.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -89278 | OU      | $-68.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163328 | OU      | $128.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2000000 | OU      | $-187.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2203364 | OU      | $-363.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        5500 | OU      | $17.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -530128 | OU      | $693.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       23056 | OU      | $-260.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -163340 | OU      | $-83.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -56470 | OU      | $627.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3906712 | OU      | $-51.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-196.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -145707000 | OU      | $582.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |     3461586 | OU      | $2114.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       51750 | OU      | $30.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -758172 | OU      | $860.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -25000 | OU      | $-213.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME E-mini Russell 2000 Index Futures                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |          10 | NS      | $33062.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       33000 | OU      | $7.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $-546.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       87944 | OU      | $76.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      100000 | OU      | $-136.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       31078 | OU      | $66.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ICE Brent Crude Oil Future                            | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           9 | NS      | $4047.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $222.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163328 | OU      | $138.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       24000 | OU      | $14.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $57.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      423873 | OU      | $28.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $4.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | E-mini Dow Jones Industrial Average Index Futures     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |           4 | NS      | $21475.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Japanese Yen Currency Future                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |         -88 | NS      | $264492.94    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44546 | OU      | $498.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      159401 | OU      | $389.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    33137793 | OU      | $739.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3849445 | OU      | $315.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        4606 | OU      | $41.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $-1142.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833362 | OU      | $10.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | NYBOT CSC C Coffee Future                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |           7 | NS      | $57929.41     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2737522 | OU      | $110.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       23004 | OU      | $-326.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $65.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -51500 | OU      | $-186.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      745702 | OU      | $-1257.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       38960 | OU      | $28.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       44153 | OU      | $391.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       35635 | OU      | $183.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $70.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -48322 | OU      | $-24.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3132184 | OU      | $264.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8665 | OU      | $-1.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           3 | NS      | $-523.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1477 | OU      | $28.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Meal Future                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -4 | NS      | $2990.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      125000 | OU      | $932.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       51427 | OU      | $45.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1523 | OU      | $28.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833360 | OU      | $-0.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        2000 | OU      | $-3.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       87716 | OU      | $16.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       70838 | OU      | $491.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   837340980 | OU      | $273.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $-1240.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Lean Hogs Future                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           2 | NS      | $1450.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $25.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |     1000000 | OU      | $8068.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       41818 | OU      | $100.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        3500 | OU      | $0.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    25000000 | OU      | $-574.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      225000 | OU      | $5037.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23590880 | OU      | $418.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -541898 | OU      | $-1511.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20084 | OU      | $-58.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       40031 | OU      | $51.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    69077100 | OU      | $-2876.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266026 | OU      | $-196.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -541929 | OU      | $-1517.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1400000 | OU      | $59.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      333334 | OU      | $624.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Light Sweet Crude Oil Future                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          16 | NS      | $-19924.73    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       88624 | OU      | $171.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | SGX FTSE China A50 Futures Contract                   | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | US        |         101 | NS      | $20625.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -562500 | OU      | $-246.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      475000 | OU      | $-1850.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       35803 | OU      | $186.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -150000 | OU      | $-1815.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2500000 | OU      | $-1104.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -48322 | OU      | $-24.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $39.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       38959 | OU      | $29.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -100000 | OU      | $-291.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        4000 | OU      | $-0.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-96.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -833361 | OU      | $-10.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       18500 | OU      | $136.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | SGX Nikkei 225 Stock Index Future                     | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | JP        |           8 | NS      | $150019.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $40.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      200000 | OU      | $4038.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ITRAXX EUROPE CROSSOVER SERIES 44                     | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |    -1250019 | PA      | $167051.19    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       45000 | OU      | $10.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       74418 | OU      | $537.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $76.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | Montreal Exchange S&P/TSX 60 Index Future             | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DE               | CORP              | CA        |          12 | NS      | $148494.57    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          60 | NS      | $2576.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266026 | OU      | $-216.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21924 | OU      | $-6.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      656250 | OU      | $1078.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66624 | OU      | $-58.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HKD 0.03 12/18/2030                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |      800000 | PA      | $1276.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $18.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20201 | OU      | $-203.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        | -1451710000 | OU      | $9853.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      163340 | OU      | $80.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |        -500 | OU      | $-0.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |       25000 | OU      | $38.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | KRW 0.03 03/19/2031                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |   520000000 | PA      | $-1409.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66626 | OU      | $68.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -3500 | OU      | $25.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Henry Hub Natural Gas Futures                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           1 | NS      | $-260.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -758704 | OU      | $843.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       23014 | OU      | $-313.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2500 | OU      | $22.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21970 | OU      | $55.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -40091 | OU      | $-19.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      125000 | OU      | $-517.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2214086 | OU      | $243.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | MXN 7.5 03/12/2031 OIS                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |    10000000 | PA      | $4469.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -7500000 | OU      | $-14.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-183.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       18500 | OU      | $4.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |     1000000 | OU      | $-2602.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-292.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three Month SONIA Index Futures                       | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |           9 | NS      | $704.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       33818 | OU      | $72.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     7500000 | OU      | $18.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1477 | OU      | $28.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |      200000 | OU      | $1853.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -519323 | OU      | $-1234.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -9500 | OU      | $-11.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Lean Hogs Future                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |          -3 | NS      | $-2330.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND FUTURES & OPTIONS                       | NZF 3 Month Bank Accepted New Zealand Bill            | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DCO              | CORP              | NZ        |           4 | NS      | $-448.31      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     2943950 | OU      | $188.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -66167 | OU      | $-34.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -420482010 | OU      | $-245.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      142202 | OU      | $349.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $88.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                        | United States Treasury Inflation Indexed Bonds        | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      900000 | PA      | $1054782.51   | 1.36%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   387686100 | OU      | $3203.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     7519907 | OU      | $-2888.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      293046 | OU      | $-69.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -89278 | OU      | $-68.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       33392 | OU      | $72.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -562500 | OU      | $-77.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     1384591 | OU      | $539.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       12000 | OU      | $61.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       48344 | OU      | $50.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COMEX Copper Future                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           1 | NS      | $5375.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44863 | OU      | $27.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $44.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NYMEX Light Sweet Crude Oil Future                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -13 | NS      | $-4960.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      275000 | OU      | $5478.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       39671 | OU      | $289.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22070 | OU      | $187.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Feeder Cattle Future                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           1 | NS      | $-9401.95     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1455907 | OU      | $179.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       39356 | OU      | $266.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       14500 | OU      | $74.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |     3540357 | OU      | $1275.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      487240 | OU      | $47.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    17974630 | OU      | $-847.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -44637 | OU      | $542.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      461916 | OU      | $200.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      542049 | OU      | $694.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | TSE TOPIX (Tokyo Price Index) Future                  | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |           8 | NS      | $93255.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -47937000 | OU      | $-1651.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Copper Future                                     | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |          14 | NS      | $126542.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -209844 | OU      | $-283.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2741160 | OU      | $70.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       40462 | OU      | $319.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -35102 | OU      | $-138.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -71666800 | OU      | $1109.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-67.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      562500 | OU      | $244.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      656250 | OU      | $1077.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   415307990 | OU      | $-64.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1000 | OU      | $-1.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Live Cattle Future                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-5200.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -175000 | OU      | $-1581.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      153161 | OU      | $324.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       66625 | OU      | $64.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35468150 | OU      | $804.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -42216 | OU      | $1242.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME Nickel Future                                     | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $-2948.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     1383977 | OU      | $505.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1500 | OU      | $14.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       70038 | OU      | $159.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |    12779775 | OU      | $9474.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      150000 | OU      | $251.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        | -1675780000 | OU      | $-615.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1500 | OU      | $31.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -163328 | OU      | $-143.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CME Canadian Dollar Currency Future                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           1 | NS      | $425.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |        4623 | OU      | $57.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $18.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1000 | OU      | $4.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       14000 | OU      | $113.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       23052 | OU      | $-266.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2221350 | OU      | $269.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |      706216 | OU      | $9768.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1500 | OU      | $1.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      125000 | OU      | $95.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     5000000 | OU      | $471.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      147579 | OU      | $815.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |      833361 | OU      | $9.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    25282518 | OU      | $-3380.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     2500000 | OU      | $213.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21967 | OU      | $51.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10022 | OU      | $-14.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      625000 | OU      | $6002.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SFE 10 Year Australian Bond Future                    | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DCO              | CORP              | AU        |         -33 | NS      | $5926.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $6.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COMEX Gold 100 Troy Ounces Future                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          12 | NS      | $143644.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |       50000 | OU      | $138.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $5.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       25000 | OU      | $-16.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       19832 | OU      | $-256.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       22979 | OU      | $-357.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-456.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       22056 | OU      | $168.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       44176 | OU      | $422.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        4500 | OU      | $14.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -23000 | OU      | $-98.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6500 | OU      | $-8.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       84460 | OU      | $-750.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -34926450 | OU      | $1173.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1266027 | OU      | $-232.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      500000 | OU      | $210.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1666722 | OU      | $-21.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -12500000 | OU      | $713.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      130000 | OU      | $90.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       44864 | OU      | $28.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | MXN 7.5 12/11/2030 OIS                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |     3200000 | PA      | $1784.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2205089 | OU      | $-344.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3873808 | OU      | $159.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3 Month Euro Euribor Future                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |          17 | NS      | $-4340.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        3500 | OU      | $6.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -833361 | OU      | $-9.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CBOT Soybean Oil Future                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          11 | NS      | $13290.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     1000034 | OU      | $13.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |     1414146 | OU      | $227.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32644 | OU      | $-220.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | Currency Forward                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      709096 | OU      | $400.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HUF 0.065 03/19/2031                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |     5000000 | PA      | $106.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

**Name of Applicant:** Unified Series Trust

**Signature:** Zachary Richmond

**Name of Signer:** Zachary Richmond

**Title:** Treasurer