# EDGAR Filing Document

**Accession Number:** 0001199046
**File Stem:** 0001752724-25-182882
**Filing Date:** 2025-7
**Character Count:** 601259
**Document Hash:** 3314079ece20b2e8e1234a728f3dc828
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182882.hdr.sgml**: 20250730

**ACCESSION NUMBER**: 0001752724-25-182882

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250730

**DATE AS OF CHANGE**: 20250730

**PERIOD START**: 20250531

**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:** 251164204

**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:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $74416572.47

**Total Liabilities:** $8285547.07

**Net Assets:** $66131025.40

**Amount of Assets Invested in Other Investment Companies:** $10646799.43

**Cash Not Reported:** $10570552.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 91.52531214 | **1-Year:** 2.48100542 | **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 | -2.49%               | -6.40%               | -0.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5215.91                | $81007.04                                  |
| Month 2  | $-42913.28               | $-20485.37                                 |
| Month 3  | $41443.16                | $-132046.92                                |

### Schedule of Portfolio Investments

| Name                                                 | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Notes                         | United States Treasury Inflation Indexed Bonds            | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      400000 | PA      | $402868.10    | 0.61%             | 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              | SG        |       32127 | OU      | $-65.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34750 | OU      | $-28.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31500 | OU      | $-410.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     4070387 | OU      | $-1225.48     | -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      | $2470.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -700000 | OU      | $-3537.66     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       54270 | OU      | $4.70         | 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      | $-18.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                          | COMEX Gold 100 Troy Ounces Future                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |          12 | NS      | $-8937.16     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102937 | OU      | $3.55         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       54270 | OU      | $4.65         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       10000 | OU      | $318.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED      | SGX Mini Japan Government 10 Year Bond Future             | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | JP        |         -24 | NS      | $815.10       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -24738628 | OU      | $-1172.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -54458 | OU      | $-4354.81     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                          | COMEX Silver Future                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           4 | NS      | $16498.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -312578 | OU      | $50.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURONEXT PARIS MATIF                                 | Euronext Maize Future                                     | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |          -1 | NS      | $131.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -190084 | OU      | $18.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | RBOB Gasoline Future                                      | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           4 | NS      | $-8897.65     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro-BOBL German Government Bond Future                   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |          -7 | NS      | $-4000.25     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -23706242 | OU      | $-79.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1430900 | OU      | $633.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21072 | OU      | $-17.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      472757 | OU      | $20.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2145261 | OU      | $-56.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3681863 | OU      | $-633.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102938 | OU      | $69.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   411122990 | OU      | $162.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10653 | OU      | $-52.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -8573650 | OU      | $-129.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -24765961 | OU      | $-1201.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   825920980 | OU      | $549.67       | 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        |           4 | NS      | $993.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION  | Robusta Coffee Future 10-Tonne                            | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |          -2 | NS      | $10870.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      826446 | OU      | $2730.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       71000 | OU      | $19.42        | 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      | $0.73         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    24228110 | OU      | $631.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION     | Three Month SONIA Index Futures                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -1 | NS      | $33.63        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                               | CBOT 10 Year US Treasury Note                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DE               | CORP              | US        |         -18 | NS      | $-7008.60     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | CDX.EM Series 43                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |     -200000 | PA      | $-5990.96     | -0.01%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $-2107.67     | -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      | $0.96         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES U.S.                                     | COCOA FUTURE      Jul25                                   | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |           1 | NS      | $17331.30     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1355 | OU      | $-2.52        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -95066 | OU      | $-5141.44     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     3333333 | 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              | BR        |      141884 | OU      | $-198.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | FRTR 0.1 07/25/31                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $131974.88    | 0.20%             | 2031-07-25      | Fixed         | 0.10%                 | No            | 2                  | 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        |           1 | NS      | $3485.23      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       28218 | OU      | $-2.57        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | KRW 0.025 09/18/2030                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | KR        |   821500000 | PA      | $3785.08      | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      312578 | OU      | $-53.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1533 | OU      | $-12.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       52024 | OU      | $105.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        5207 | OU      | $-35.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       47500 | OU      | $2364.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35550470 | OU      | $766.87       | 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      | $-1650.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       76975 | OU      | $186.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro Bund Future                                          | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |          -5 | NS      | $-7609.93     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1557180 | OU      | $339.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945515 | OU      | $247.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -76913905 | OU      | $-1196.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        4679 | OU      | $-1.50        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                          | COMEX Silver Future                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |          -1 | NS      | $1080.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -105574155 | OU      | $-373.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      828064 | OU      | $-105.96      | -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      | $-98.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2115414 | OU      | $-292.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Notes                         | United States Treasury Inflation Indexed Bonds            | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $817079.81    | 1.24%             | 2034-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      287871 | OU      | $-206.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1381 | OU      | $8.73         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      625000 | OU      | $2088.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | FRTR 0.1 03/01/32                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $122218.14    | 0.18%             | 2032-03-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       22000 | OU      | $15.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       15500 | OU      | $1.60         | 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      | $702.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES EUROPE                                   | Carbon Emissions Future                                   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | XX        |          -1 | NS      | $-9396.73     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     5555555 | OU      | $-16.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -70608 | OU      | $-6351.21     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro-OAT Future                                           | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |           3 | NS      | $556.55       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3638727 | OU      | $-333.12      | -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      | $48.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        7500 | OU      | $0.86         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -43828050 | OU      | $-11905.79    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142038 | OU      | $-172.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       78520 | OU      | $53.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     8581585 | OU      | $221.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       32212 | OU      | $0.72         | 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      | $-129.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26429 | OU      | $275.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      270351 | OU      | $-180.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      331550 | OU      | $-77.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        2500 | OU      | $7.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20852 | OU      | $-391.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500000 | OU      | $-54.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       20509 | OU      | $-25.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION  | Cocoa Future                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |           1 | NS      | $3769.60      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -472756 | OU      | $-19.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       32308 | OU      | $74.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |   101740736 | OU      | $1711.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -108600422 | OU      | $-1100.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2159073 | OU      | $217.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME E Mini Technology Select Sector Futures               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DE               | CORP              | US        |          -1 | NS      | $960.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -444626 | OU      | $-2.57        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         911 | 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        |   -12500000 | OU      | $48.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | MXN 0.08 06/12/2030 OIS                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |     1600000 | PA      | $1319.70      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -105659960 | OU      | $-393.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20999 | OU      | $-571.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       54270 | 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              | ID        |   412098240 | OU      | $222.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       77270 | OU      | $99.97        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      106223 | OU      | $-38.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142567 | OU      | $-247.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -123088 | OU      | $-24.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      692972 | OU      | $127.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       77208 | OU      | $168.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        2500 | OU      | $7.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURONEXT PARIS MATIF                                 | MILL WHEAT EURO   Dec25                                   | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |          -8 | NS      | $4439.29      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8988 | OU      | $-62.24       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3333333 | OU      | $8.30         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       34367 | OU      | $57.88        | 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      | $-52.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Banks                              | Federal Home Loan Bank Discount Notes                     | CUSIP: 313385GY6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     1000000 | PA      | $998019.03    | 1.51%             | 2025-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      125941 | OU      | $3359.95      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       77039 | OU      | $207.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       19500 | OU      | $1215.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10600 | OU      | $-62.81       | -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      | $692.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        4500 | OU      | $41.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | UKTI 0.75 03/22/34 3MO                                    | CUSIP: G4527HQA2<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $218080.33    | 0.33%             | 2034-03-22      | Floating      | 0.75%                 | Yes           | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -417197000 | OU      | $-197.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32416 | OU      | $-158.57      | -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      | $151.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | MXN 0.08 09/11/2030 OIS                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |     8500000 | PA      | $6599.17      | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        4846 | OU      | $-7.55        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77208 | OU      | $-178.81      | -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      | $714.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        2463 | OU      | $-2.71        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $-1709.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2188615 | OU      | $562.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -42330 | OU      | $-490.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      287205 | OU      | $-272.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      375000 | OU      | $593.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1652686 | OU      | $-7.60        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | Corn Future                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -3 | NS      | $462.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $-18.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -95066 | OU      | $-5141.96     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       52292 | OU      | $81.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                      | HKG Mini-Hang Seng Index Future                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |           2 | NS      | $-5.16        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       41000 | OU      | $-14.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21059 | OU      | $-35.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1312 | OU      | $-6.45        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -17046040 | OU      | $854.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      143056 | OU      | $5.93         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OSAKA EXCHANGE                                       | TSE Mini Topix Future                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | JP        |           2 | NS      | $1042.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102937 | 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              | MX        |      625000 | OU      | $2088.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Japanese Yen Currency Future                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |          -3 | NS      | $-4476.25     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro-BOBL German Government Bond Future                   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |          14 | NS      | $476.84       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21135 | OU      | $67.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8989 | OU      | $-62.24       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -46500 | OU      | $-27.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500625 | OU      | $71.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53494 | OU      | $-4337.73     | -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      | $-27.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -33750 | OU      | $-16.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26429 | OU      | $401.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21011 | OU      | $-99.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Wheat Future                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -14 | NS      | $-919.40      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1375 | 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              | US        |       -4000 | OU      | $-365.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OSAKA EXCHANGE                                       | Nikkei 225 Future Contract                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | JP        |           1 | NS      | $8411.98      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77193 | OU      | $-211.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1418271 | OU      | $-83.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Wheat Future                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -29 | NS      | $-5225.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35380720 | OU      | $643.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     6132809 | OU      | $4500.31      | 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        |          -1 | NS      | $-400.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE FUTURES U.S.                                     | WCE Canola Future                                         | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | CA        |           8 | NS      | $1620.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     5557028 | OU      | $989.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       52292 | OU      | $81.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL           | 3-Month CORRA Futures                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | CA        |           2 | NS      | $-787.23      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | NYMEX Light Sweet E-mini Crude Oil Future                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NS      | $992.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      625000 | OU      | $-150.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -23779652 | OU      | $-157.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21054 | OU      | $-41.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -217431920 | OU      | $-2256.72     | -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                        | Short            | DCO              | CORP              | US        |          -4 | NS      | $649.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1313 | 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              | CN        |       64000 | OU      | $27.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2145086 | OU      | $-54.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53496 | OU      | $-4355.84     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   410872990 | OU      | $147.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       32004 | OU      | $-160.83      | -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        |     5000000 | PA      | $-51.72       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | CDX.NA.IG Series 44                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -1600000 | PA      | $35253.34     | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | PLN .04 06/19/2030                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |      100000 | PA      | $-67.89       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      141688 | OU      | $-233.22      | -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      | $-18.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    34558970 | OU      | $48.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       10000 | OU      | $318.33       | 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        |           8 | NS      | $-5100.98     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | LME Zinc Future                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           2 | NS      | $-1734.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      804434 | OU      | $1991.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       10500 | OU      | $16.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX - TRADE24                                        | SFE 3 Year Australian Bond Future                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | AU        |         104 | NS      | $13859.39     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -188585 | OU      | $-2089.55     | -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      | $-44.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Live Cattle Future                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          13 | NS      | $7998.96      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2184815 | OU      | $518.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      287036 | OU      | $-288.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       12500 | OU      | $2.57         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6877 | OU      | $-6.35        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro SCHATZ Future                                        | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           3 | NS      | $4.19         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -33668 | OU      | $-176.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        5000 | OU      | $94.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       68714 | OU      | $101.75       | 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      | $20.17        | 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      | $-2.46        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945515 | OU      | $247.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | ITRAXX EUROPE CROSSOVER SERIES 43                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |     -750000 | PA      | $81154.29     | 0.12%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -211058420 | OU      | $-724.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2725258 | OU      | $-60.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OSAKA EXCHANGE                                       | TSE TOPIX (Tokyo Price Index) Future                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | JP        |           1 | NS      | $12124.05     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -821109 | OU      | $-2551.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102938 | OU      | $128.84       | 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        |      800000 | PA      | $808043.68    | 1.22%             | 2034-07-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | CBOT US Treasure Bond Futures                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |          11 | NS      | $13663.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        2463 | OU      | $-2.71        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ASX - TRADE24                                        | SFE 90 Day Australian Bank Accepted Bills Future          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | AU        |          29 | NS      | $-4777.41     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -55724 | OU      | $-4475.26     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        2279 | OU      | $-39.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES EUROPE                                   | ICE Gas Oil Future                                        | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           4 | NS      | $-5453.47     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53496 | OU      | $-4355.56     | -0.01%            |  |  |  | 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        |           4 | NS      | $1186.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        4000 | OU      | $22.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       42214 | OU      | $59.11        | 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        |         -13 | NS      | $10997.13     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $226.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      448878 | OU      | $9.96         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       47469 | OU      | $12.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -831903124 | OU      | $-915.80      | -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      | $3.69         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      448878 | OU      | $9.96         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       15500 | OU      | $231.27       | 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      | $-3.12        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       22500 | OU      | $-30.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1056796 | OU      | $19.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -50000000 | OU      | $-1652.68     | -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      | $15.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       29000 | OU      | $1106.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1544914 | OU      | $313.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       76974 | OU      | $186.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | CBOT US Treasure Bond Futures                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DE               | CORP              | US        |         -13 | NS      | $-8578.11     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       15500 | OU      | $231.25       | 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      | $-150.03      | -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      | $-1115.18     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       77067 | OU      | $152.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945512 | OU      | $246.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -15336 | OU      | $-32.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1361 | OU      | $8.92         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -73781 | OU      | $206.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro Bund Future                                          | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |          22 | NS      | $2568.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -104375 | OU      | $-9128.40     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -70610 | OU      | $-6353.31     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       20450 | OU      | $-97.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -65758 | OU      | $-5273.84     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1056796 | OU      | $19.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945513 | OU      | $246.08       | 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      | $2196.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21056 | OU      | $-39.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | FRTR 0.1 03/01/29                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $408154.38    | 0.62%             | 2029-03-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | HUF 0.06 12/18/2030                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |     5000000 | PA      | $-51.72       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      813978 | OU      | $-185.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      270441 | OU      | $-171.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -95078 | OU      | $-5363.80     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BURSA MALAYSIA                                       | MDE Crude Palm Oil Future                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | MY        |          -4 | NS      | $-609.03      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      481576 | OU      | $-221.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -15664 | OU      | $-38.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1355 | OU      | $-2.52        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| THAILAND FUTURES EXCHANGE                            | TEF SET50 Index Future                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | TH        |         -25 | NS      | $2979.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -55726 | OU      | $-4447.16     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1376 | OU      | $8.81         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     1636050 | OU      | $4895.74      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       53460 | OU      | $-51.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | CZK 3.5 06/19/2030                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |      500000 | PA      | $213.58       | 0.00%             |  |  |  | No            | N/A                | 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        |          18 | NS      | $-14833.30    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION  | Cocoa Future                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | GB        |           1 | NS      | $-14626.33    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -76974 | OU      | $-196.67      | -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      | $3700.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     5555555 | OU      | $21.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         790 | OU      | $1.63         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21134 | OU      | $66.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | HKD 3 09/18/2030                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |     2600000 | PA      | $2934.53      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       36000 | OU      | $28.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3555132 | OU      | $-248.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3574004 | OU      | $-117.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       23000 | OU      | $0.47         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BURSA MALAYSIA                                       | MDE Crude Palm Oil Future                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | MY        |          -2 | NS      | $261.91       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE FUTURES EUROPE                                   | Carbon Emissions Future                                   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | XX        |           2 | NS      | $-2943.07     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -28218 | OU      | $8.79         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                     | Federal Home Loan Mortgage Corp                           | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1000000 | PA      | $987970.19    | 1.49%             | 2025-09-23      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| EURONEXT PARIS MATIF                                 | Euronext Milling Wheat Future                             | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |         -31 | NS      | $17824.37     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      444626 | OU      | $2.37         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21111 | OU      | $34.83        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19832 | OU      | $6.51         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   412051740 | OU      | $219.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -97250 | OU      | $-12.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                      | MSCI China A 50 Connect Index Futures                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |           1 | NS      | $-1575.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      485514 | OU      | $-18.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102937 | OU      | $77.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20963 | OU      | $-527.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     4705086 | OU      | $943.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    34831580 | OU      | $245.82       | 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      | $-115.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                           | FTSE/MIB Index Future                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | XX        |           2 | NS      | $17066.78     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19500 | OU      | $-129.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3704378 | OU      | $2483.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   814395980 | OU      | $-155.71      | -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        |      600000 | PA      | $611512.59    | 0.92%             | 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              | CH        |       93742 | OU      | $508.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1381 | OU      | $8.73         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | LME Copper Future                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           7 | NS      | $59507.25     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26429 | OU      | $468.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1381 | OU      | $8.85         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2172125 | OU      | $370.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2777777 | OU      | $2.44         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Association FNMA 0.375 08/25/25 | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     1500000 | PA      | $1486265.69   | 2.25%             | 2025-08-25      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -71982 | OU      | $-5829.78     | -0.01%            |  |  |  | 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        |          31 | NS      | $12224.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3693993 | OU      | $-717.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURONEXT PARIS MATIF                                 | Euronext Milling Wheat Future                             | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | XX        |          -3 | NS      | $866.03       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1652688 | OU      | $11.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       19832 | OU      | $-6.53        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         488 | OU      | $-0.02        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -129664 | OU      | $-7.75        | -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      | $1518.58      | 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        |          30 | NS      | $6050.42      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | RBOB Gasoline Future                                      | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NS      | $16.40        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35499720 | OU      | $730.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Euro FX/Japanese Yen                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | JP        |           5 | NS      | $5270.98      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21074 | OU      | $-15.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500000 | OU      | $68.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -139734427 | OU      | $-1269.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      567308 | OU      | $2.60         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142728 | OU      | $-219.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      190084 | OU      | $-20.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       28218 | OU      | $-9.05        | -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      | $-168.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Notes                         | United States Treasury Inflation Indexed Bonds            | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $741360.48    | 1.12%             | 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              | BR        |         910 | 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              | XX        |        2279 | OU      | $-39.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      129664 | OU      | $6.37         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1468 | OU      | $-13.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1382 | OU      | $-6.19        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      287347 | OU      | $-258.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      212806 | OU      | $18.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      804270 | OU      | $1986.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      126187 | OU      | $848.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2190848 | OU      | $588.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro-BTP Italian Government Bond Future                   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           8 | NS      | $1078.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -104375 | OU      | $-8785.42     | -0.01%            |  |  |  | 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      | $-4134.41     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6623 | OU      | $-9.07        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1418270 | OU      | $85.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      804371 | OU      | $1989.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        2971 | OU      | $-0.63        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1056796 | OU      | $-19.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      270770 | OU      | $-137.16      | -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      | $-27.71       | -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        |      800000 | PA      | $828773.91    | 1.25%             | 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              | US        |       -1305 | OU      | $-6.08        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |     1798089 | OU      | $-295.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1557178 | OU      | $333.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      143000 | OU      | $9883.25      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8000 | OU      | $-8.39        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      840943 | OU      | $636.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       30500 | OU      | $275.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        9000 | OU      | $23.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21102 | OU      | $23.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -171782 | OU      | $66.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                          | COMEX Copper Future                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NS      | $-175.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3627203 | OU      | $-252.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     7097256 | OU      | $-588.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -127648 | 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              | ZA        |       78520 | OU      | $53.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      173690 | OU      | $-54.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      583487 | OU      | $1250.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      319111 | OU      | $1.67         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      300484 | OU      | $715.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      180134 | 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              | IN        |    16088192 | OU      | $-2225.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES EUROPE                                   | ICE WTI Crude Oil Futures Contract                        | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | US        |           1 | 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              | ID        |   411796990 | OU      | $203.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -71638550 | OU      | $-1923.41     | -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        |           3 | NS      | $2876.66      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL           | Montreal Exchange 10 Year Canadian Bond Future            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | CA        |          30 | NS      | $21200.26     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5500 | OU      | $7.75         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | Crude Oil Future                                          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           4 | NS      | $11984.23     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21016 | OU      | $-93.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2542373 | OU      | $-356.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -567308 | OU      | $9.07         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12498750 | OU      | $66.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      625000 | OU      | $2101.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL           | 3-Month CORRA Futures                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | CA        |           4 | NS      | $-547.10      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       25500 | OU      | $9.33         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         911 | OU      | $-0.49        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -112175000 | OU      | $-1959.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500000 | 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              | MX        |      500000 | OU      | $372.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20000 | OU      | $-31.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   104460212 | OU      | $105.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |       87721 | OU      | $-31.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10653 | OU      | $-70.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          68 | OU      | $-0.08        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      453174 | OU      | $172.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -23745198 | OU      | $-121.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       82446 | OU      | $142.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |       88553 | OU      | $204.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      300484 | OU      | $715.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32570 | OU      | $-278.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -55726 | OU      | $-4446.86     | -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      | $-129.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      171782 | OU      | $-39.04       | -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      | $-2693.96     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        5000 | OU      | $94.45        | 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      | $-108.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | UKTI 1.25 11/22/32 3MO                                    | CUSIP: G4527HPC9<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $247884.69    | 0.37%             | 2032-11-22      | Floating      | 1.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35438470 | OU      | $685.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       93596 | OU      | $330.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1588 | OU      | $2.41         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -94378610 | OU      | $152.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -73384 | OU      | $-6632.67     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53460 | OU      | $46.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      250000 | OU      | $-3278.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12498750 | OU      | $66.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945512 | OU      | $302.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | E Mini Financial Select Sector Futures                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           1 | NS      | $4237.50      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       42109 | OU      | $-82.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -312422 | OU      | $31.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -97250 | OU      | $-0.61        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -71982 | OU      | $-5830.16     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142211 | OU      | $-141.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       12728 | OU      | $-49.29       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      250000 | OU      | $78.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1332 | 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        |     -500000 | OU      | $-2229.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      312578 | OU      | $-53.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       10000 | OU      | $-2.53        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -73384 | OU      | $-6633.05     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -25645260 | OU      | $436.79       | 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      | $-18.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       97250 | OU      | $-0.12        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2137714 | OU      | $-31.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26428 | OU      | $451.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       32629 | OU      | $323.80       | 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: N/A                        | Long             | DE               | CORP              | CA        |           8 | NS      | $49033.53     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        2000 | OU      | $33.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -13000 | OU      | $-169.53      | -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      | $1518.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Eurex 2 Year Euro SCHATZ Future                           | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          60 | NS      | $-929.51      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE FUTURES U.S.                                     | NYBOT CSC Number 11 World Sugar Future                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -31 | NS      | $-3340.15     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6500 | 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              | ZA        |      171782 | OU      | $-67.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         488 | OU      | $-0.02        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES U.S.                                     | NYBOT CSC Cocoa Future                                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |           1 | NS      | $-3740.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3333333 | OU      | $28.43        | 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        |           2 | NS      | $-6.51        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |     2946952 | OU      | $1630.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102938 | OU      | $70.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1557180 | OU      | $354.86       | 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      | $291.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Banks                              | Federal Home Loan Banks                                   | CUSIP: 3130AWER7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     1500000 | PA      | $1500130.50   | 2.27%             | 2025-06-06      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       69084 | OU      | $371.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1323719 | OU      | $3.07         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -42330 | OU      | $-490.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -18060 | OU      | $-125.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   206021255 | OU      | $-485.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     8558300 | OU      | $-100.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2725258 | OU      | $60.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       63000 | OU      | $-3.09        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       19832 | OU      | $-6.52        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     5555555 | OU      | $-39.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     8576845 | OU      | $151.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    68887600 | OU      | $-70.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      143228 | OU      | $35.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |     3729022 | OU      | $-2561.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -24666752 | OU      | $-1096.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35564220 | OU      | $776.84       | 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      | $-24.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        9000 | 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        |     -625000 | OU      | $141.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Three-Month SOFR Futures                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |         -82 | NS      | $-4778.89     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      293450 | OU      | $-69.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      212970 | OU      | $62.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $242.07       | 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      | $-3812.50     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      359492 | OU      | $28.43        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102938 | OU      | $126.88       | 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        |           1 | NS      | $-225.97      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1313 | 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              | NZ        |       25000 | OU      | $154.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $247.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -293450 | OU      | $64.97        | 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        |           2 | NS      | $-4557.67     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       73781 | OU      | $34.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64836 | OU      | $-2.93        | -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      | $-0.92        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -47307815 | OU      | $-49.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | LME Nickel Future                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |          -4 | NS      | $15640.31     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    46280500 | OU      | $-1037.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19832 | OU      | $6.52         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -250000 | OU      | $-356.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -54270 | OU      | $-11.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |      270939 | OU      | $-119.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ASX - TRADE24                                        | SFE 90 Day Australian Bank Accepted Bills Future          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | AU        |           3 | NS      | $192.34       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Corn Future                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -44 | NS      | $591.62       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -65758 | OU      | $-5273.49     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |     1600076 | OU      | $7317.50      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX - TRADE24                                        | SFE 10 Year Australian Bond Future                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | AU        |          17 | NS      | $14516.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       19500 | OU      | $1215.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2173368 | OU      | $384.65       | 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      | $-98.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         105 | OU      | $0.30         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26429 | OU      | $397.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      875000 | OU      | $-164.20      | -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        |           2 | NS      | $58.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                               | CME Ultra Long Term US Treasury Bond Future               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DE               | CORP              | US        |          -9 | NS      | $-16904.53    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       12728 | OU      | $-49.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -567308 | OU      | $9.03         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1437543 | OU      | $752.10       | 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        |         -22 | NS      | $10935.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21134 | OU      | $66.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -33500 | OU      | $-223.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         105 | OU      | $0.14         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945513 | OU      | $215.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | MXN 0.08 06/12/2030 OIS                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |     1600000 | PA      | $1319.70      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     3333333 | OU      | $-11.54       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Oats Future                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-1487.50     | -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      | $-2.42        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21057 | OU      | $-38.04       | -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       | Short            | DE               | CORP              | US        |          -1 | NS      | $-14840.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945513 | OU      | $229.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53494 | OU      | $-4368.89     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    29452280 | OU      | $5049.22      | 0.01%             |  |  |  | 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        |           1 | NS      | $-939.43      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      625000 | OU      | $2030.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME E-Mini NASDAQ 100 Index Future                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |           2 | NS      | $8470.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       13200 | OU      | $-26.31       | -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      | $0.25         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77039 | OU      | $-213.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   418020816 | OU      | $395.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     3333333 | OU      | $-28.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -312578 | OU      | $50.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -167000 | OU      | $-324.04      | -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        |          18 | NS      | $-12678.14    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      968145 | OU      | $-185.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       47500 | OU      | $2364.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        3281 | OU      | $27.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | PLN .04 09/18/2030                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |      900000 | PA      | $-150.48      | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10494 | OU      | $-49.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   209598080 | OU      | $373.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10494 | OU      | $-49.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Feeder Cattle Future                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           6 | NS      | $11919.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Japanese Yen Currency Future                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           3 | NS      | $-2097.48     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      472756 | OU      | $20.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   139314928 | OU      | $932.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      322798 | OU      | $548.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      444626 | OU      | $11.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Three-Month SOFR Futures                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           1 | NS      | $-337.50      | -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      | $-135.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -54270 | OU      | $27.79        | 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      | $-204.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35595720 | OU      | $799.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        4000 | OU      | $22.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -819834624 | OU      | $-177.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   209936580 | OU      | $455.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142355 | OU      | $-116.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | NY Harb ULSD Fut  Jul25                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           1 | NS      | $-3624.60     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      190084 | OU      | $-43.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | CZK 3.5 09/18/2030                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |     5000000 | PA      | $2091.27      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       32500 | OU      | $6.29         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102938 | OU      | $126.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4500 | OU      | $-101.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      123088 | OU      | $24.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | NYMEX NY Harbor ULSD Futures                              | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NS      | $3108.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945513 | OU      | $308.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      625000 | OU      | $-150.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | CBOT 2 Year US Treasury Note Future                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DE               | CORP              | US        |         -22 | NS      | $-3664.06     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -600000 | OU      | $-466.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2157169 | OU      | $-200.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       84560 | OU      | $296.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -411742800 | OU      | $1373.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      126187 | OU      | $831.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       20450 | OU      | $-98.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         365 | OU      | $-0.36        | -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      | $17.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10600 | OU      | $-55.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     3333333 | OU      | $-20.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3585725 | OU      | $-35.88       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       32174 | OU      | $-28.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142685 | OU      | $-58.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77270 | OU      | $-104.56      | -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        |      161629 | PA      | $161629.12    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -123088 | OU      | $-24.60       | -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        |           8 | NS      | $-697.22      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23239822 | OU      | $-413.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Corn Future                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -4 | 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              | XX        |       12572 | OU      | $-113.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      190084 | OU      | $-20.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -97250 | OU      | $-4.30        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102937 | OU      | $41.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       26176 | OU      | $2.76         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       34278 | 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              | US        |       -2000 | OU      | $-73.23       | -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      | $-22.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     7132079 | OU      | $-345.87      | -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      | $2.57         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      153000 | OU      | $61.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500000 | OU      | $68.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       20993 | OU      | $-123.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | CBT Ultra 10-Year US Treasury Note Futures                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -4 | NS      | $-1210.94     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20870 | OU      | $-413.56      | -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        |      700000 | PA      | $708555.59    | 1.07%             | 2033-07-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | FRTR 0.1 03/01/36                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $113848.72    | 0.17%             | 2036-03-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    10163466 | OU      | $141.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | UKTI 0.125 11/22/36 3MO                                   | CUSIP: G4527HHH7<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $173350.11    | 0.26%             | 2036-11-22      | Floating      | 0.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1361 | OU      | $8.92         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    34589850 | OU      | $70.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       54552 | OU      | $88.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       52202 | OU      | $87.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $242.12       | 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        |          -3 | NS      | $3480.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -31500 | OU      | $-411.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $226.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -72000 | OU      | $-229.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |     2374011 | OU      | $1136.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       54270 | OU      | $-34.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ASX - TRADE24                                        | SFE 10 Year Australian Bond Future                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | AU        |         -10 | NS      | $-11794.99    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE FUTURES EUROPE                                   | Low Su Gasoil G   Jul25                                   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |         -13 | NS      | $32385.71     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      320448 | OU      | $492.99       | 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      | $0.74         | 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      | $-138.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |     1726790 | OU      | $2642.23      | 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      | $-40.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102938 | OU      | $128.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2144726 | OU      | $-50.12       | -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      | $2630.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX - TRADE24                                        | SFE S&P ASX Share Price Index 200 Future                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | AU        |          10 | NS      | $28882.93     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | UKTI 0.75 11/22/33 3MO                                    | CUSIP: G4527HA92<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $137363.04    | 0.21%             | 2033-11-22      | Floating      | 0.75%                 | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | NYMEX Platinum Future                                     | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           2 | NS      | $-2275.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3594223 | OU      | $23.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1467 | OU      | $-13.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142386 | OU      | $-278.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $300.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945513 | OU      | $298.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      829518 | OU      | $288.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500000 | OU      | $-19.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10600 | OU      | $-62.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -6016034 | OU      | $-1185.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2777778 | OU      | $-5.59        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -72000 | OU      | $-229.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LONDON METAL EXCHANGE                                | LME Primary Aluminum Forward USD                          | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |          -1 | NS      | $455.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -50000000 | OU      | $-1652.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -149000 | OU      | $-325.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      104375 | OU      | $6052.24      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        4846 | OU      | $-7.56        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21003 | OU      | $-110.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         104 | OU      | $0.14         | 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      | $-0.92        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      803997 | OU      | $1977.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   209145000 | 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              | BR        |      140817 | OU      | $-385.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Eurex EURO STOXX 50 Future                                | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |          21 | NS      | $628.54       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     5555555 | OU      | $-39.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21112 | OU      | $36.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        7000 | OU      | $100.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     7157845 | OU      | $-166.49      | -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      | $-102.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      318700 | 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              | US        |  -211951420 | OU      | $-939.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED      | SGX FTSE China A50 Futures Contract                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |          27 | NS      | $-6504.50     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19000 | OU      | $-44.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10600 | OU      | $-55.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -26310 | OU      | $6.13         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      322798 | OU      | $548.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -359479 | OU      | $-26.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -104375 | OU      | $-8711.29     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $-8.34        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | Rough Rice Future                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           1 | NS      | $110.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -312422 | OU      | $31.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35555720 | OU      | $770.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       23000 | OU      | $0.45         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       82792 | OU      | $394.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      746396 | OU      | $44.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       97250 | OU      | $9.36         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX - TRADE24                                        | SFE 90 Day Australian Bank Accepted Bills Future          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | AU        |           3 | NS      | $30.73        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        1000 | OU      | $1.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6623 | OU      | $-9.08        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4074847 | OU      | $-41.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1652686 | 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              | XX        |       50000 | OU      | $-107.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       73781 | OU      | $-201.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   139751000 | OU      | $1248.20      | 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      | $1630.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -125000 | OU      | $-7497.24     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     4271391 | OU      | $-110.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        1000 | OU      | $0.10         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX - TRADE24                                        | SFE 90 Day Australian Bank Accepted Bills Future          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | AU        |           2 | NS      | $156.51       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4229 | OU      | $-20.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945515 | OU      | $307.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      625000 | OU      | $4723.46      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35568720 | OU      | $780.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -97250 | OU      | $-12.77       | -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        |          -1 | NS      | $1120.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE FUTURES U.S.                                     | Canada Canola Future                                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | CA        |           9 | NS      | $3010.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | C$ CURRENCY FUT   Jun25                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           1 | NS      | $244.23       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1374 | OU      | $8.94         | 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      | $-38.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      106221 | OU      | $-39.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -97250 | OU      | $-4.37        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | CZK 3.5 06/19/2030                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |      500000 | PA      | $213.58       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| First American Funds Inc.                            | First American Government Obligations Fund                | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |    19436620 | PA      | $19436619.76  | 29.39%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -171782 | OU      | $36.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4229 | OU      | $-21.27       | -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        |          20 | NS      | $-5654.40     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3585313 | OU      | $-38.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Class III Milk Future                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           1 | NS      | $-160.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4066242 | OU      | $-101.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -112012500 | OU      | $-1920.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       82446 | OU      | $142.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX - TRADE24                                        | 90-DAY BANK BILL  Jun26                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | AU        |           8 | NS      | $1707.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      106219 | OU      | $-39.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BURSA MALAYSIA                                       | MDE Crude Palm Oil Future                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | MY        |          -1 | NS      | $-126.41      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       77192 | OU      | $200.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      375000 | OU      | $2621.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4335 | OU      | $-48.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23257814 | OU      | $-394.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1652688 | OU      | $-7.61        | -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        |          -8 | NS      | $6227.91      | 0.01%             |  |  |  | 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        |          16 | NS      | $2085.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36296970 | OU      | $1307.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       53460 | OU      | $-51.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        4845 | OU      | $-5.98        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3599848 | OU      | $62.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      286199 | 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              | ZA        |      123088 | OU      | $19.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       20668 | OU      | $167.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   103935040 | OU      | $-20.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -448878 | OU      | $-10.34       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -173690 | OU      | $55.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      190084 | OU      | $-43.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      106008 | OU      | $-96.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES U.S.                                     | NYBOT CSC Number 11 World Sugar Future                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |          15 | NS      | $-30789.58    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       84538 | OU      | $266.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -54458 | OU      | $-4332.16     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4335 | OU      | $-48.52       | -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      | $0.96         | 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      | $-259.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      322708 | OU      | $524.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2179365 | OU      | $454.70       | 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      | $-29.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | CME Ultra Long Term US Treasury Bond Future               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |           7 | NS      | $10521.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      357837 | OU      | $-201.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26429 | OU      | $397.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -64836 | OU      | $2.36         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35617020 | OU      | $-815.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1557180 | OU      | $339.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      169583 | OU      | $806.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   139302000 | OU      | $975.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       97250 | OU      | $-0.19        | -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      | $741.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro-BUXL 30 Year Bond Future                             | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           3 | NS      | $2000.87      | 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      | $-4.97        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL           | 3-Month CORRA Futures                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | CA        |           1 | NS      | $-168.37      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      141716 | OU      | $-228.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   104521750 | OU      | $120.34       | 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      | $-1.61        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       77038 | OU      | $207.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -13000 | OU      | $-169.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -821043 | OU      | $-2549.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       77270 | OU      | $99.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35408720 | OU      | $664.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES EUROPE                                   | BRENT CRUDE FUTR  Dec25                                   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | US        |          -2 | NS      | $3610.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |   143611584 | OU      | $2972.52      | 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        |           6 | NS      | $-3104.81     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    46892056 | OU      | $-390.83      | -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      | $-44.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      447226 | OU      | $-158.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     1667487 | OU      | $32.95        | 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      | $41.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED      | SGX FTSE Taiwan Index Futures                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |           7 | NS      | $-8095.09     | -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      | $871.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      106544 | OU      | $47.02        | 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        |          12 | NS      | $785.06       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      826571 | OU      | $2734.64      | 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      | $-940.98      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SINGAPORE EXCHANGE                                   | SGX INR/USD Future                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              | CORP              | US        |           9 | NS      | $288.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        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              | BR        |      126188 | OU      | $848.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1557178 | OU      | $333.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       20608 | OU      | $94.67        | 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      | $-99.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3333333 | OU      | $8.32         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      141878 | OU      | $-200.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20964 | OU      | $-527.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10000 | OU      | $-25.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      899436 | OU      | $-39.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | Crude Oil Future                                          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -8 | NS      | $-2323.15     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | OU      | $-27.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -54458 | OU      | $-4354.52     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Feeder Cattle Future                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           1 | 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              | US        |      -70608 | OU      | $-6351.58     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500000 | OU      | $-24.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53460 | OU      | $46.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       10000 | OU      | $-2.54        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -11500 | OU      | $-17.71       | -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      | $-52.45       | -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      | $714.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500000 | OU      | $-48.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | NYMEX Reformulated Gasoline Blendstock                    | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NS      | $2633.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -567308 | OU      | $-3.33        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        2500 | OU      | $0.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     5555555 | OU      | $4.86         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       47469 | 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              | NO        |      287248 | OU      | $-267.93      | -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        |           1 | NS      | $220.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26428 | OU      | $418.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2116414 | OU      | $-280.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      322708 | OU      | $524.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      296480 | OU      | $344.84       | 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        |          -1 | NS      | $1040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        3219 | OU      | $25.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        1000 | OU      | $0.10         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      840678 | OU      | $628.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    70830450 | OU      | $1337.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       26310 | OU      | $-6.07        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |       88557 | OU      | $206.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     4705086 | OU      | $942.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | HKD 3 09/18/2030                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |     2500000 | PA      | $2821.66      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -73781 | OU      | $205.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | PLN .04 09/18/2030                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |     1000000 | PA      | $-167.20      | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Swiss Franc Currency Future                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           2 | NS      | $-5696.43     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | ZAR 8 09/18/2030                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | ZA        |     3700000 | PA      | $4278.47      | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      671662 | OU      | $-5420.48     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      126187 | OU      | $569.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      444626 | OU      | $2.37         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -167000 | OU      | $-324.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       20507 | OU      | $-28.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      625000 | OU      | $2030.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     5341624 | OU      | $1181.97      | 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      | $15.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500625 | OU      | $67.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      126188 | OU      | $610.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -11500 | OU      | $-17.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       13200 | OU      | $-26.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro-BUXL 30 Year Bond Future                             | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |          -8 | NS      | $1001.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       77208 | OU      | $168.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      567308 | OU      | $2.64         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      625000 | OU      | $2101.64      | 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      | $88.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      126188 | OU      | $610.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32410 | OU      | $-153.72      | -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      | $-73.24       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -444626 | OU      | $-11.70       | -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      | $-50.24       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      106379 | OU      | $3.02         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       62500 | OU      | $74.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -250000 | OU      | $-341.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       77066 | OU      | $153.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142481 | OU      | $-262.29      | -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      | $-9785.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       20601 | OU      | $85.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      825606 | OU      | $169.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -34229640 | OU      | $162.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       28218 | OU      | $-2.56        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       10500 | OU      | $16.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4335 | OU      | $-48.51       | -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      | $-33.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        3219 | OU      | $25.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      747346 | OU      | $76.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3681558 | OU      | $-631.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       13500 | OU      | $204.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     3333334 | OU      | $-25.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      171782 | OU      | $-39.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       41000 | OU      | $-14.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2457627 | OU      | $-364.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26429 | OU      | $468.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          67 | OU      | $-0.04        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -15664 | OU      | $-38.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8989 | OU      | $-76.07       | -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      | $20.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      126188 | OU      | $343.21       | 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      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2508897 | OU      | $-285.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       52202 | OU      | $87.01        | 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      | $-8.34        | -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      | $-2.42        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -448878 | OU      | $-10.33       | -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      | $-7496.43     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      814088 | OU      | $-182.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2185240 | OU      | $523.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -73781 | OU      | $-33.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     5555556 | OU      | $60.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -6877 | OU      | $-6.34        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1375 | OU      | $8.77         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1313 | OU      | $-6.47        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Lean Hogs Future                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           3 | NS      | $2410.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        5738 | OU      | $-53.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Soybean Future                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -4 | NS      | $262.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      453646 | OU      | $198.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   410378188 | OU      | $116.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3579263 | OU      | $-80.87       | -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      | $794.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |      100000 | OU      | $-263.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -415000000 | OU      | $-399.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     3333333 | OU      | $-8.39        | -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      | $12.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       15500 | OU      | $1.59         | 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      | $-825.35      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77192 | OU      | $-212.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       17500 | OU      | $-1.36        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -11000 | OU      | $-541.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2508897 | OU      | $-285.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21008 | OU      | $-103.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1383 | OU      | $-6.19        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35565250 | OU      | $777.59       | 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      | $677.32       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     5666014 | OU      | $7322.52      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      484285 | OU      | $-81.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35460470 | OU      | $701.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -250000 | OU      | $-341.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       45000 | OU      | $1666.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -28218 | OU      | $2.35         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10653 | OU      | $-70.03       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       33750 | OU      | $17.29        | 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      | $-365.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102937 | OU      | $42.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      692972 | OU      | $127.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    94118830 | OU      | $-427.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2777778 | OU      | $2.42         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                      | HKG Hang Seng TECH Index Futures                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |           1 | NS      | $-51.08       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NZ        |      200000 | OU      | $128.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION     | ICF Long Gilt Future                                      | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DE               | CORP              | GB        |          19 | NS      | $3568.42      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35415510 | OU      | $669.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $-2107.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      140442 | OU      | $-450.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4166 | OU      | $-25.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2491103 | OU      | $-289.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OSAKA EXCHANGE                                       | TSE Japanese 10 Year Bond Futures                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | JP        |          -1 | NS      | $13457.27     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     3333332 | OU      | $-11.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1332 | 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              | IN        |      945514 | OU      | $247.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | LME Zinc Future                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -10 | NS      | $19032.25     | 0.03%             |  |  |  | No            | 1                  | 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              | IN        |     1323719 | OU      | $-5.02        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       26176 | OU      | $2.76         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      288073 | OU      | $-187.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        2971 | OU      | $-0.62        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2160268 | OU      | $231.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -424391000 | OU      | $-2138.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -127648 | OU      | $-26.68       | -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      | $-2147.64     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         105 | OU      | $0.30         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -22000 | OU      | $-47.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -93500 | OU      | $-600.22      | -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      | $-66.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       36000 | OU      | $27.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3333333 | OU      | $11.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4229 | OU      | $-20.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      293450 | OU      | $-69.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       26310 | OU      | $-6.08        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        7000 | OU      | $100.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      825546 | OU      | $167.26       | 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      | $-9.71        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       22500 | OU      | $-30.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       41155 | OU      | $114.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2110204 | OU      | $-353.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2150820 | OU      | $121.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       63000 | OU      | $-3.05        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      908376 | OU      | $202.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    36745803 | OU      | $5827.33      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -55725 | OU      | $-4475.64     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1323719 | OU      | $-46.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |      350151 | OU      | $-302.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     1531250 | OU      | $1379.31      | 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      | $-104.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3600075 | 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              | US        |  -108529672 | OU      | $-1083.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       54552 | OU      | $87.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -104375 | OU      | $-9129.06     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1374 | OU      | $9.15         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   215574400 | OU      | $1810.29      | 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      | $-33.17       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     5555555 | OU      | $4.89         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2491103 | OU      | $-289.30      | -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        |           4 | NS      | $1079.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                               | CBOT 5 Year US Treasury Note                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |          36 | NS      | $13291.91     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          12 | OU      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      913623 | OU      | $748.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -8989 | OU      | $-76.08       | -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      | $33.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -293450 | OU      | $65.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      481182 | OU      | $-241.65      | -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      | $-20287.50    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -12500000 | OU      | $42.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       22000 | OU      | $15.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -625000 | OU      | $141.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -95079 | OU      | $-5363.35     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    36298550 | OU      | $1309.08      | 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      | $154.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2178215 | OU      | $441.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21100 | OU      | $20.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21099 | OU      | $18.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3594537 | OU      | $25.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       13500 | OU      | $11.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       34280 | OU      | $-5.10        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -110187865 | OU      | $-1482.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | CBOT 5 Year US Treasury Note                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DE               | CORP              | US        |         -10 | NS      | $-2484.37     | -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      | $2.16         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       97250 | OU      | $12.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -26176 | OU      | $-2.76        | -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      | $-174.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945513 | OU      | $298.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -97250 | OU      | $-9.01        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      483325 | OU      | $-131.35      | -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      | $-66.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | Corn Future                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          14 | NS      | $-5812.30     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       73781 | OU      | $35.38        | 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      | $-2.67        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     8522685 | OU      | $-515.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500625 | OU      | $71.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        2500 | OU      | $0.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         364 | OU      | $-0.36        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20998 | OU      | $-570.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       42165 | OU      | $-6.35        | -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      | $-428.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |      554565 | OU      | $5409.61      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES U.S.                                     | NYBOT CSC C Coffee Future                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |          -1 | NS      | $10875.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     5341624 | OU      | $1181.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro-OAT Future                                           | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |          10 | NS      | $454.13       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142654 | OU      | $-64.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4166 | OU      | $-25.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -444626 | OU      | $-2.58        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |      547185 | OU      | $1139.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     1304550 | OU      | $-59.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2856496 | OU      | $-64.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500000 | OU      | $-54.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    41979536 | OU      | $1037.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BURSA MALAYSIA                                       | MDE Kuala Lumpur Composite Index Future                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | MY        |          -1 | NS      | $335.24       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      444626 | OU      | $11.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500000 | OU      | $-47.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    20235607 | OU      | $26.08        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      126187 | OU      | $569.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142533 | OU      | $-253.13      | -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      | $2.05         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2177165 | OU      | $429.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      826821 | OU      | $206.12       | 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      | $-281.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $307.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      312422 | OU      | $-35.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | HKD 3 06/19/2030                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |      600000 | PA      | $958.51       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| United States Treasury Notes                         | United States Treasury Inflation Indexed Bonds            | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $717747.42    | 1.09%             | 2029-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     3333333 | OU      | $-28.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      126187 | OU      | $332.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |       87732 | OU      | $-28.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26428 | OU      | $418.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102937 | OU      | $41.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       32126 | OU      | $-65.96       | -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      | $2.51         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      319263 | OU      | $42.36        | 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      | $-415.86      | -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      | $134.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1374 | OU      | $8.94         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       48000 | OU      | $35.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -26310 | OU      | $6.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -104375 | OU      | $-8710.63     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    45954645 | OU      | $-1382.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        4846 | OU      | $-5.99        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2156590 | OU      | $188.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -139249645 | OU      | $-918.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Three-Month SOFR Futures                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           1 | NS      | $175.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       10500 | OU      | $-0.60        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945513 | OU      | $215.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   628093740 | OU      | $953.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     1604985 | OU      | $3853.15      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2178303 | OU      | $442.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      287828 | OU      | $-211.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -17042080 | OU      | $861.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      153000 | OU      | $61.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    34841400 | OU      | $252.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -54459 | OU      | $-4331.96     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      143504 | OU      | $84.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED      | SGX MSCI Singapore Index Future                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |           7 | NS      | $1195.86      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3573990 | OU      | $-117.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          12 | OU      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LONDON METAL EXCHANGE                                | LME ALUMINUM FORWARD                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $-575.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2159223 | OU      | $219.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3333333 | OU      | $20.73        | 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      | $-25.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | ZAR 8 09/18/2030                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | ZA        |     3600000 | PA      | $4162.83      | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4208 | OU      | $-24.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | RBOB Gasoline Future                                      | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -3 | NS      | $1008.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |       88532 | OU      | $199.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -69500 | OU      | $-189.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      554796 | OU      | $711.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |   412189090 | OU      | $-1274.61     | -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      | $-8.44        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES U.S.                                     | Coffee 'C' Future                                         | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |           4 | NS      | $-45976.53    | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -35628770 | OU      | $-823.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      567308 | OU      | $-9.83        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -805640550 | OU      | $-33925.85    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      447129 | OU      | $-163.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        2221 | OU      | $-38.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -19000 | OU      | $-44.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       10500 | OU      | $-0.60        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -11000 | OU      | $-0.20        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102937 | OU      | $42.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -58523 | OU      | $-431.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21098 | OU      | $17.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -190084 | OU      | $18.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $-1330.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2150888 | OU      | $122.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -279711098 | OU      | $-2647.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        1000 | OU      | $1.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       48000 | OU      | $35.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |     3763356 | OU      | $4653.39      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2500 | OU      | $-25.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2940 | OU      | $-19.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Three-Month SOFR Futures                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |          -4 | NS      | $62.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -5500 | OU      | $36.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |       88540 | OU      | $201.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      179791 | OU      | $20.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $254.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | LME Primary Aluminum Future                               | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |          -9 | NS      | $6906.50      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      179292 | OU      | $-48.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2725258 | OU      | $-60.65       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | LME Nickel Future                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NS      | $-1280.58     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        5738 | OU      | $-53.99       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | HUF 0.06 06/19/2030                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |    15200000 | PA      | $-39.54       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | CDX.NA.IG Series 44                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -1600000 | PA      | $35253.34     | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2142134 | OU      | $19.84        | 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        |           6 | NS      | $729.77       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      123088 | OU      | $24.10        | 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      | $-26.85       | -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      | $11697.49     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1557180 | OU      | $354.88       | 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        |          10 | NS      | $28135.15     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | HUF 0.06 09/18/2030                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |    50800000 | PA      | $-89.24       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       97250 | 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              | AU        |       50000 | OU      | $147.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | HUF 0.06 09/18/2030                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |    50800000 | PA      | $-89.24       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      104375 | OU      | $6051.56      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77270 | OU      | $-105.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |      908376 | OU      | $202.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         791 | OU      | $1.63         | 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        |           4 | NS      | $968.85       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        | -3280614497 | OU      | $-786.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION     | Three Month SONIA Index Futures                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |          -3 | NS      | $-577.12      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21116 | OU      | $41.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      425473 | OU      | $-234.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1652687 | OU      | $6.74         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1374 | OU      | $9.15         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       20994 | OU      | $-122.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | ITRAXX EUROPE SERIES 43                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |    -1600000 | PA      | $39782.21     | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -46500 | OU      | $-27.30       | -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             | DE               | CORP              | US        |           4 | NS      | $546.78       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        9713 | OU      | $176.67       | 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      | $2.52         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       32021 | OU      | $-148.08      | -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      | $-2.65        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | WTI CRUDE FUTURE  Dec25                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NS      | $1780.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3626183 | OU      | $-245.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -123088 | OU      | $-20.16       | -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        |          -7 | NS      | $2385.60      | 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      | $-42.91       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    86454130 | OU      | $5426.01      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1652687 | OU      | $-12.60       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      179298 | OU      | $-48.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      972206 | OU      | $23.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53494 | OU      | $-4369.17     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      169583 | OU      | $806.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -5000000 | OU      | $691.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        4500 | OU      | $2.08         | 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        |          39 | NS      | $8540.92      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Three-Month SOFR Futures                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |         -19 | NS      | $-2125.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     2777777 | OU      | $-5.61        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -11000 | OU      | $-541.79      | -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        |          -2 | NS      | $1164.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1431475 | OU      | $643.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -9799200 | OU      | $-28800.73    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       20994 | OU      | $-122.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      141828 | OU      | $-208.85      | -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      | $-41.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       19000 | OU      | $755.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      425295 | OU      | $-47.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      292554 | OU      | $484.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77208 | OU      | $-179.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       77193 | OU      | $200.48       | 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      | $15.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION     | ICF Long Gilt Future                                      | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DE               | CORP              | GB        |         -20 | NS      | $-21513.24    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED      | SGX FTSE Taiwan Index Futures                             | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | US        |          -1 | NS      | $1040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL           | Montreal Exchange 5 Year Canadian Bond Future             | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | CA        |           2 | NS      | $795.93       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77067 | OU      | $-158.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1378 | OU      | $8.94         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Eurex STOXX 600 Insurance Index Future                    | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |           1 | NS      | $-0.93        | -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      | $692.32       | 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      | $-383.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Standard USD/CNH Future                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | CN        |           1 | NS      | $47.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        4845 | OU      | $-5.98        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1418271 | OU      | $85.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4066140 | OU      | $-101.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2141939 | OU      | $17.57        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      127648 | OU      | $26.57        | 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        |          -1 | NS      | $1870.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       97250 | OU      | $12.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10000 | OU      | $-25.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -331550 | OU      | $72.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500000 | OU      | $-24.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1432643 | OU      | $664.33       | 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      | $-36.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       32500 | OU      | $6.27         | 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      | $-115.05      | -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        |      700000 | PA      | $711330.02    | 1.08%             | 2033-01-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CZ        |     6251044 | OU      | $892.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      322976 | OU      | $613.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | PLN .04 06/19/2030                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | PL        |      100000 | PA      | $-67.89       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Wheat Future                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           1 | NS      | $-502.45      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME New Zealand Dollar Currency Future                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |          -6 | NS      | $-12625.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4229 | OU      | $-21.27       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53494 | OU      | $-4338.01     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   816674980 | OU      | $-16.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     3333333 | 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              | TW        |      804661 | OU      | $1999.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      831928 | OU      | $361.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Eurex Stoxx Europe 600 Futures                            | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           7 | NS      | $4949.37      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3333333 | OU      | $20.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3694025 | OU      | $-718.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1376 | OU      | $8.81         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -171782 | OU      | $36.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945513 | OU      | $304.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |     6320418 | OU      | $-5799.82     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -9500 | OU      | $-26.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      173690 | OU      | $-54.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -54270 | OU      | $27.83        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142559 | OU      | $-248.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      331550 | OU      | $-77.15       | -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      | $-4.97        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3333333 | OU      | $28.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21110 | OU      | $33.52        | 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      | $2.05         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2542373 | OU      | $-356.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       33750 | OU      | $17.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1056796 | OU      | $-19.38       | -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      | $-2350.02     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   104025085 | OU      | $0.97         | 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        |           3 | NS      | $-9887.43     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       50000 | OU      | $-451.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | LME Lead Future                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |         -10 | NS      | $8946.50      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1578462 | OU      | $334.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | KRW 0.025 09/18/2030                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | KR        |   821500000 | PA      | $3785.08      | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | Soybean Meal Future                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -23 | NS      | $0.86         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        9787 | OU      | $176.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       71000 | OU      | $19.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $304.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3555457 | OU      | $-246.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64000 | OU      | $27.55        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53492 | OU      | $-4393.86     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35301170 | OU      | $586.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       73781 | OU      | $-201.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -173690 | OU      | $55.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      144079 | OU      | $184.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        4500 | OU      | $41.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1305 | OU      | $-6.09        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | NY Harb ULSD Fut  Jul25                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -4 | NS      | $11834.26     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        5555 | OU      | $-39.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    24232500 | OU      | $636.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21074 | OU      | $-14.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     5557028 | OU      | $989.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -95065 | OU      | $-5139.66     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -32570 | OU      | $-277.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -64836 | OU      | $2.40         | 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      | $-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        |      -93500 | OU      | $-600.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -800000 | OU      | $-279.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -70610 | OU      | $-6353.68     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Soybean Future                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -5 | NS      | $2406.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PE        |      183068 | OU      | $565.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1605508 | OU      | $-3871.19     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Notes                         | United States Treasury Inflation Indexed Bonds            | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $648784.34    | 0.98%             | 2028-10-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |    10163539 | OU      | $141.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1323719 | OU      | $-4.94        | -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      | $-33.76       | -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        |      700000 | PA      | $712037.62    | 1.08%             | 2032-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| ICE FUTURES U.S.                                     | NYBOT FINEX United States                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DFE              | CORP              | US        |          -6 | NS      | $2261.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26429 | OU      | $275.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | CDX.NA.HY Series 44                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -1000000 | PA      | $71181.96     | 0.11%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       97250 | OU      | $4.11         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21110 | OU      | $33.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |      354362 | OU      | $862.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      375000 | OU      | $593.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     3333333 | OU      | $-25.04       | -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      | $871.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | NATURAL GAS FUTR  Oct25                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NS      | $-9910.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | LME Lead Future                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NS      | $-366.00      | -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        |          15 | NS      | $4703.28      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        2221 | OU      | $-38.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -190084 | OU      | $42.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       28218 | OU      | $-9.06        | -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        |           5 | NS      | $-3666.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       40908 | OU      | $-185.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      144061 | OU      | $181.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       74516 | OU      | $179.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | IFSC NIFTY 50 Index Futures                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |          17 | NS      | $-5118.60     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1378 | OU      | $8.94         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL           | 3-Month CORRA Futures                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | CA        |           4 | NS      | $-925.84      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      812500 | OU      | $802.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |    12982048 | OU      | $-8142.85     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro-BTP Italian Bond Futures                             | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          37 | NS      | $63237.75     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    34841720 | OU      | $253.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    18659242 | OU      | $1279.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     5555556 | OU      | $60.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23525647 | OU      | $-111.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      831358 | OU      | $344.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -129664 | OU      | $-7.84        | -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      | $-9.71        | -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      | $-383.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -95064 | OU      | $-5139.08     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      292554 | OU      | $484.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Notes                         | United States Treasury Inflation Indexed Bonds            | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $762171.12    | 1.15%             | 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              | CL        |     5555555 | OU      | $21.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      486202 | OU      | $16.68        | 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        |         -10 | NS      | $9680.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OSAKA EXCHANGE                                       | OSE Nikkei 225 mini Future                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | JP        |           4 | NS      | $2495.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -123088 | OU      | $-20.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2856496 | OU      | $61.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -41789 | OU      | $-886.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       20995 | OU      | $-120.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION  | White Sugar (ICE) Future                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |          -2 | NS      | $1795.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -4208 | OU      | $-24.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $269.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2142561 | OU      | $-24.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Soybean Future                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           8 | NS      | $-9342.88     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2153973 | OU      | $158.12       | 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: N/A                        | Long             | DE               | CORP              | CA        |           9 | NS      | $925.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -16318520 | OU      | $668.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2137889 | OU      | $-29.74       | -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        |          19 | NS      | $35143.15     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       19000 | OU      | $755.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro Bund Future                                          | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |           1 | NS      | $933.95       | 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        |          -4 | NS      | $3240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      567308 | OU      | $-9.86        | -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      | $-123.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | CBOT 10 Year US Treasury Note                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |          75 | NS      | $38737.36     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -43500 | OU      | $-76.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Three-Month SOFR Futures                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           1 | NS      | $150.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED      | SGX Nikkei 225                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | JP        |          -2 | NS      | $-16149.93    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        3281 | OU      | $27.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -24711927 | OU      | $-1143.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       12572 | OU      | $-113.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |    23507402 | OU      | $-130.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      827002 | OU      | $211.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Australian Dollar Currency Future                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |          -8 | NS      | $-5715.18     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL           | 3-Month CORRA Futures                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | CA        |           3 | NS      | $-842.21      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -190084 | OU      | $41.98        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -104375 | OU      | $-8786.08     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3333333 | OU      | $11.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Lean Hog Future                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           6 | NS      | $7372.33      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      287297 | OU      | $-263.15      | -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      | $-71.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      126188 | OU      | $332.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      179791 | OU      | $20.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -23713678 | OU      | $-87.74       | -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        |           2 | NS      | $-1847.47     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1432675 | OU      | $664.89       | 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      | $-35.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Wheat Future                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           2 | NS      | $-3355.89     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |      106018 | OU      | $-93.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Soybean Future                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |          -7 | NS      | $3800.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    35347220 | OU      | $619.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland | UKTI 0.125 08/10/31 3MO                                   | CUSIP: G4527HTV3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $173694.56    | 0.26%             | 2031-08-10      | Floating      | 0.12%                 | Yes           | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        3029 | OU      | $0.28         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       45000 | OU      | $1667.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL           | 3-Month CORRA Futures                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | CA        |           4 | NS      | $-790.30      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | CDX.NA.HY Series 44                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |    -1000000 | PA      | $71181.96     | 0.11%             |  |  |  | No            | N/A                | On Loan: No      |
| EURONEXT PARIS MATIF                                 | Euronext Rapeseed Future                                  | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DCO              | CORP              | XX        |           2 | NS      | $-768.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      287223 | OU      | $-270.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Eurex DAX Index Future                                    | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           5 | NS      | $86172.32     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1544914 | OU      | $313.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   103536540 | OU      | $-116.44      | -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      | $-50.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       64836 | 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              | MX        |      500000 | OU      | $372.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -15336 | OU      | $-32.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   212570580 | OU      | $1088.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2940 | OU      | $-19.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -104375 | OU      | $-6576.48     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |    62500000 | OU      | $4502.98      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3333333 | 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              | XX        |      500000 | OU      | $3363.31      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     1578462 | OU      | $334.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       12500 | OU      | $2.58         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Three-Month SOFR Futures                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           6 | 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              | PL        |       34750 | OU      | $29.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | NYMEX RBOB Gasoline Future                                | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |           1 | NS      | $-2709.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -10653 | OU      | $-52.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945513 | OU      | $302.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -33668 | OU      | $-175.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     3579217 | OU      | $-81.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Notes                         | United States Treasury Inflation Indexed Bonds            | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $698439.74    | 1.06%             | 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              | CO        |   103824040 | OU      | $-47.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -97250 | OU      | $-9.08        | -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      | $2.57         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        1381 | OU      | $8.85         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       46701 | OU      | $46.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -76975 | OU      | $-197.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        5207 | OU      | $-35.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3333333 | OU      | $24.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                     | Federal Home Loan Mortgage Corp                           | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1500000 | PA      | $1492161.50   | 2.26%             | 2025-07-21      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      171782 | OU      | $-67.93       | -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      | $-13.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CL        |     5555555 | OU      | $-16.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TH        |      829928 | OU      | $300.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $269.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        5555 | OU      | $-39.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21081 | OU      | $-5.03        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -851246 | OU      | $-950.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | CZK 3.5 09/18/2030                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | CZ        |     5000000 | PA      | $2091.27      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      141390 | OU      | $-285.27      | -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      | $-1.62        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      127648 | OU      | $26.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3638852 | OU      | $-333.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     4074841 | OU      | $-41.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IL        |      174901 | OU      | $-217.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       32211 | OU      | $-0.25        | -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        |          15 | NS      | $17863.26     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |     1032386 | OU      | $2419.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION  | ICE White Sugar Future                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | US        |          -2 | NS      | $1720.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -18060 | 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              | US        |      -73781 | OU      | $-34.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $308.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      287935 | OU      | $-200.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | Yen Denominated Nikkei 225 Index Future                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | JP        |           1 | NS      | $-2471.88     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -70606 | OU      | $-6405.36     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -33750 | OU      | $-16.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      141579 | OU      | $-252.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2108089 | OU      | $-377.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OSAKA EXCHANGE                                       | TSE Japanese 10 Year Bond Futures                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | JP        |           3 | NS      | $-20262.64    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        1000 | OU      | $17.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro-OAT Future                                           | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DCO              | CORP              | XX        |          -8 | NS      | $-17232.84    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |        2000 | OU      | $3.69         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142806 | OU      | $-37.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      320448 | OU      | $492.90       | 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        |          24 | NS      | $2582.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2158023 | OU      | $205.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | Hard Red Winter Wheat Future                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -12 | NS      | $3512.27      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION     | Three Month SONIA Index Futures                           | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -11 | NS      | $-823.05      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LONDON METAL EXCHANGE                                | LME Primary Aluminum Forward USD                          | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | US        |           1 | NS      | $-272.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77066 | OU      | $-158.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    34865970 | OU      | $270.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       47469 | OU      | $11.72        | 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      | $7.72         | 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      | $2400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21011 | OU      | $-100.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26428 | OU      | $393.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -104375 | OU      | $-6577.15     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -28218 | OU      | $8.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -20000 | OU      | $-31.42       | -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      | $36.54        | 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      | $-66.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME New Zealand Dollar Currency Future                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           1 | NS      | $-148.78      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       97250 | OU      | $4.18         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | LME Primary Aluminum Future                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           3 | NS      | $1206.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME British Pound Currency Future                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          31 | NS      | $44698.07     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1323719 | OU      | $2.99         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       32298 | OU      | $67.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LONDON METAL EXCHANGE                                | LME ALUMINUM FORWARD                                      | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | US        |          -1 | NS      | $-58.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |       82792 | OU      | $394.27       | 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      | $-259.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      900000 | OU      | $-1961.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME E-Mini Standard & Poor's 500 Index Future             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |          20 | NS      | $248834.12    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      142649 | OU      | $-65.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -77038 | OU      | $-213.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |      143000 | OU      | $9884.17      | 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      | $1.65         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -1532 | OU      | $-12.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $-2229.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | HKD 3 06/19/2030                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HK        |      500000 | PA      | $798.75       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -219438420 | OU      | $-2738.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -34750 | OU      | $-28.56       | -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      | $657.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -567308 | 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              | BR        |        4679 | OU      | $-1.50        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                           | MGE Red Wheat Future                                      | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Short            | DCO              | CORP              | US        |          -5 | NS      | $-4162.50     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       52024 | OU      | $105.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      296480 | OU      | $344.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       13500 | OU      | $204.50       | 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      | $987.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $-1330.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26428 | OU      | $451.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          68 | OU      | $-0.08        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        9787 | OU      | $176.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   412005990 | OU      | $216.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        4500 | OU      | $2.08         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -25660350 | OU      | $260.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Euro-BOBL German Government Bond Future                   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |           3 | NS      | $-170.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       50000 | OU      | $86.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -58522 | OU      | $-431.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |   -63970975 | OU      | $-906.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Lean Hogs Future                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |           8 | NS      | $10930.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |       74516 | OU      | $179.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     1323719 | OU      | $-46.27       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |       20667 | OU      | $166.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945513 | OU      | $280.45       | 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      | $-76.35       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -69500 | OU      | $-188.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945512 | OU      | $228.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -54270 | OU      | $-11.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -28218 | OU      | $2.36         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -70606 | OU      | $-6405.73     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      625000 | OU      | $1917.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -97250 | 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        |       -4500 | OU      | $-101.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26428 | OU      | $393.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -414977010 | OU      | $-398.25      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                          | Copper Future                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |           1 | NS      | $-2787.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | CBOT Soybean Oil Future                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          14 | NS      | $-14575.54    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Short Euro-BTP Future                                     | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DCO              | CORP              | XX        |          85 | NS      | $45164.77     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SG        |       32174 | OU      | $-29.12       | -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      | $23.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      129664 | OU      | $6.46         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     6720500 | OU      | $2757.66      | 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      | $-1123.47     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        3000 | OU      | $151.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -33500 | OU      | $-223.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -22000 | OU      | $-47.37       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1418270 | OU      | $-82.99       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      143421 | OU      | $69.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |  -110316460 | OU      | $-1513.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -275599 | OU      | $-947.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | HUF 0.06 06/19/2030                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | HU        |    15200000 | PA      | $-39.54       | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      126188 | OU      | $831.68       | 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      | $-13.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ID        |   410306688 | OU      | $112.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -250000 | OU      | $-356.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       25500 | 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        |       -4335 | OU      | $-48.68       | -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        |      600000 | PA      | $677725.84    | 1.02%             | 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              | US        |    -2457627 | OU      | $-364.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PH        |     1437493 | OU      | $751.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |         910 | 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        |      -11000 | OU      | $-0.19        | -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      | $741.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $300.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |      803369 | OU      | $1956.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945514 | OU      | $254.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       34750 | OU      | $28.97        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |     8114168 | OU      | $-329.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   416457316 | OU      | $229.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |       34368 | OU      | $58.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      322976 | OU      | $613.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |    17061371 | OU      | $-675.60      | -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        |          -1 | 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        |       -4000 | OU      | $-33.16       | -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      | $4.02         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |        9713 | OU      | $176.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | FRTR 0.1 07/25/36                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $248447.37    | 0.38%             | 2036-07-25      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | ITRAXX EUROPE SERIES 43                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |    -1600000 | PA      | $39782.21     | 0.06%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21054 | OU      | $-41.10       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | NO        |      577053 | OU      | $-285.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       47469 | OU      | $10.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |    12500625 | OU      | $67.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | Soybean Meal Future                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |           3 | NS      | $-2051.74     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Association                     | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     1000000 | PA      | $998367.82    | 1.51%             | 2025-06-17      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | ZA        |      123088 | OU      | $19.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        4846 | OU      | $-5.99        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21060 | OU      | $-34.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |     1435530 | OU      | $270.75       | 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      | $5.81         | 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      | $23.77        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      483575 | OU      | $-118.51      | -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        |          11 | NS      | $1528.67      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -500000 | OU      | $-1708.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       26429 | OU      | $401.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURONEXT PARIS MONEP                                 | Euronext CAC 40 Index Future                              | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DE               | CORP              | XX        |           7 | NS      | $-6687.62     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       13500 | OU      | $10.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | LIVE CATTLE FUTR  Oct25                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          14 | NS      | $7150.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21059 | OU      | $-35.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -472757 | OU      | $-19.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |      168083 | OU      | $4677.20      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1652687 | OU      | $-12.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -444626 | OU      | $-11.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | MXN 0.08 09/11/2030 OIS                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | MX        |     8500000 | PA      | $6599.17      | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   207415580 | OU      | $-150.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -2856496 | OU      | $-63.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3671053 | OU      | $-558.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | HU        |     2856496 | OU      | $61.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -171782 | OU      | $66.98        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1668144 | OU      | $-854.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      143593 | OU      | $99.72        | 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      | $987.35       | 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      | $657.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1323719 | OU      | $43.75        | 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      | $100.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | TW        |     1477500 | OU      | $-424.21      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |      945513 | OU      | $280.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX DEUTSCHLAND                                    | Eurex STOXX 600 Utilities Index Future                    | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | XX        |           2 | NS      | $2813.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      486166 | OU      | $14.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | SE        |     5448040 | OU      | $610.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      625000 | OU      | $1917.25      | 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      | $-2.46        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -26176 | OU      | $-2.76        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21015 | OU      | $-93.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | IN        |     2725258 | OU      | $59.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |          68 | OU      | $-0.04        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      102937 | OU      | $77.75        | 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      | $-148.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                         | NYMEX NY Harbor ULSD Futures                              | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -1 | NS      | $3208.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |       -2000 | 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              | CL        |    46798390 | OU      | $-489.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -851247 | OU      | $-950.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CO        |   209443080 | OU      | $336.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      126187 | OU      | $343.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |        7500 | OU      | $0.86         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -53492 | OU      | $-4394.14     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |      -50000 | OU      | $-25.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Bills                         | United States Treasury Bill                               | CUSIP: 912797QT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16500000 | PA      | $16308479.72  | 24.66%            | 2025-09-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | CDX.EM Series 43                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | US        |     -200000 | PA      | $-5990.96     | -0.01%            |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | FRTR 0.6 07/25/34                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $119290.86    | 0.18%             | 2034-07-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |        3029 | OU      | $0.27         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |      312422 | OU      | $-35.79       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ASX - TRADE24                                        | 90-DAY BANK BILL  Mar26                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | AU        |           4 | NS      | $528.56       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -331550 | OU      | $72.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |       21082 | OU      | $-4.37        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | BR        |      144204 | OU      | $206.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -3671103 | OU      | $-558.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                          | CME Swedish Krona Currency Future                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |           2 | NS      | $20963.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |       17500 | OU      | $-1.37        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | PL        |       30500 | OU      | $275.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | ITRAXX EUROPE CROSSOVER SERIES 43                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              | CORP              | N/A       |     -750000 | PA      | $81154.29     | 0.12%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | XX        |       29000 | OU      | $1105.86      | 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        |          10 | NS      | $-13979.19    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                      | HKG Mini Hang Seng China Enterprise Index Future          | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |           2 | NS      | $-95.68       | -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        |           3 | NS      | $-145.10      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |      180153 | OU      | $70.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1323719 | OU      | $43.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |    -1652687 | OU      | $6.72         | 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        |           1 | NS      | $-924.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                  | Currency Forward                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | US        |     -149000 | OU      | $-325.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

**Name of Applicant:** Unified Series Trust

**Signature:** Gregory Knoth

**Name of Signer:** Gregory Knoth

**Title:** SVP, Mutual Fund Controller